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eth-robust-twap-validation-first50-trades.csv

eth-robust-twap-validation-first50-trades.csv 5.5 KB
Trvalý odkaz Historie Surový

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  1. index,main_entry_time,main_exit_time,main_entry_price,main_exit_price,external_entry_time,external_exit_time,external_entry_price,external_exit_price,match
    2. 

  2. 1,2019-12-26 21:30,2019-12-26 23:00,125.8603,125.32,2019-12-26 21:30,2019-12-26 23:00,125.8603,125.32,True
    3. 

  3. 2,2019-12-31 08:15,2019-12-31 09:15,131.6539,131.87,2019-12-31 08:15,2019-12-31 09:15,131.6539,131.87,True
    4. 

  4. 3,2020-01-14 16:30,2020-01-14 16:45,153.3286,154.89,2020-01-14 16:30,2020-01-14 16:45,153.3286,154.89,True
    5. 

  5. 4,2020-01-17 12:15,2020-01-17 12:45,167.8712,169.18,2020-01-17 12:15,2020-01-17 12:45,167.8712,169.18,True
    6. 

  6. 5,2020-02-04 20:00,2020-02-04 20:45,187.3861,187.95,2020-02-04 20:00,2020-02-04 20:45,187.3861,187.95,True
    7. 

  7. 6,2020-02-07 20:45,2020-02-07 21:30,219.6571,220.56,2020-02-07 20:45,2020-02-07 21:30,219.6571,220.56,True
    8. 

  8. 7,2020-02-18 21:45,2020-02-18 22:00,277.4658,281.09,2020-02-18 21:45,2020-02-18 22:00,277.4658,281.09,True
    9. 

  9. 8,2020-02-21 19:30,2020-02-21 20:45,262.2967,263.49,2020-02-21 19:30,2020-02-21 20:45,262.2967,263.49,True
    10. 

  10. 9,2020-03-10 07:00,2020-03-10 07:45,199.1777,199.2,2020-03-10 07:00,2020-03-10 07:45,199.1777,199.2,True
    11. 

  11. 10,2020-03-13 15:30,2020-03-13 15:30,121.6159,120.1565,2020-03-13 15:30,2020-03-13 15:30,121.6159,120.1565,True
    12. 

  12. 11,2020-03-19 03:00,2020-03-19 03:30,115.5722,116.17,2020-03-19 03:00,2020-03-19 03:30,115.5722,116.17,True
    13. 

  13. 12,2020-03-23 15:45,2020-03-23 16:00,127.2149,129.43,2020-03-23 15:45,2020-03-23 16:00,127.2149,129.43,True
    14. 

  14. 13,2020-03-24 04:45,2020-03-24 05:15,132.6209,133.83,2020-03-24 04:45,2020-03-24 05:15,132.6209,133.83,True
    15. 

  15. 14,2020-03-27 05:45,2020-03-27 06:15,136.27,137.16,2020-03-27 05:45,2020-03-27 06:15,136.27,137.16,True
    16. 

  16. 15,2020-04-23 23:30,2020-04-23 23:30,185.5599,183.3332,2020-04-23 23:30,2020-04-23 23:30,185.5599,183.3332,True
    17. 

  17. 16,2020-05-03 06:00,2020-05-03 06:00,215.0917,212.5106,2020-05-03 06:00,2020-05-03 06:00,215.0917,212.5106,True
    18. 

  18. 17,2020-06-01 08:30,2020-06-01 09:15,236.2591,237.28,2020-06-01 08:30,2020-06-01 09:15,236.2591,237.28,True
    19. 

  19. 18,2020-06-04 05:30,2020-06-04 06:30,243.2504,243.5,2020-06-04 05:30,2020-06-04 06:30,243.2504,243.5,True
    20. 

  20. 19,2020-06-16 15:00,2020-06-16 15:45,232.2511,232.81,2020-06-16 15:00,2020-06-16 15:45,232.2511,232.81,True
    21. 

  21. 20,2020-06-23 01:30,2020-06-23 02:00,241.0248,242.15,2020-06-23 01:30,2020-06-23 02:00,241.0248,242.15,True
    22. 

  22. 21,2020-07-07 02:00,2020-07-07 02:30,238.3625,239.09,2020-07-07 02:00,2020-07-07 02:30,238.3625,239.09,True
    23. 

  23. 22,2020-07-20 10:45,2020-07-20 12:15,237.605,237.83,2020-07-20 10:45,2020-07-20 12:15,237.605,237.83,True
    24. 

  24. 23,2020-08-29 10:45,2020-08-29 11:30,397.5936,398.65,2020-08-29 10:45,2020-08-29 11:30,397.5936,398.65,True
    25. 

  25. 24,2020-09-09 21:00,2020-09-09 21:15,352.0706,354.69,2020-09-09 21:00,2020-09-09 21:15,352.0706,354.69,True
    26. 

  26. 25,2020-10-10 09:45,2020-10-10 10:45,370.4737,371.58,2020-10-10 09:45,2020-10-10 10:45,370.4737,371.58,True
    27. 

  27. 26,2020-10-12 23:30,2020-10-13 01:00,386.264,386.16,2020-10-12 23:30,2020-10-13 01:00,386.264,386.16,True
    28. 

  28. 27,2020-10-19 18:30,2020-10-19 19:30,379.3884,379.74,2020-10-19 18:30,2020-10-19 19:30,379.3884,379.74,True
    29. 

  29. 28,2020-10-24 08:15,2020-10-24 09:30,408.6902,410.54,2020-10-24 08:15,2020-10-24 09:30,408.6902,410.54,True
    30. 

  30. 29,2020-11-04 01:00,2020-11-04 02:00,381.368,382.76,2020-11-04 01:00,2020-11-04 02:00,381.368,382.76,True
    31. 

  31. 30,2020-11-07 03:30,2020-11-07 04:15,457.6712,461.12,2020-11-07 03:30,2020-11-07 04:15,457.6712,461.12,True
    32. 

  32. 31,2020-11-11 05:30,2020-11-11 06:00,457.633,459.68,2020-11-11 05:30,2020-11-11 06:00,457.633,459.68,True
    33. 

  33. 32,2020-11-27 08:00,2020-11-27 08:00,514.892,508.7133,2020-11-27 08:00,2020-11-27 08:00,514.892,508.7133,True
    34. 

  34. 33,2020-11-29 01:15,2020-11-29 02:00,532.264,533.38,2020-11-29 01:15,2020-11-29 02:00,532.264,533.38,True
    35. 

  35. 34,2020-11-30 08:15,2020-11-30 10:00,573.8732,576.77,2020-11-30 08:15,2020-11-30 10:00,573.8732,576.77,True
    36. 

  36. 35,2020-12-06 03:15,2020-12-06 04:30,596.8274,598.72,2020-12-06 03:15,2020-12-06 04:30,596.8274,598.72,True
    37. 

  37. 36,2020-12-13 15:15,2020-12-13 15:45,582.2181,583.83,2020-12-13 15:15,2020-12-13 15:45,582.2181,583.83,True
    38. 

  38. 37,2020-12-27 21:00,2020-12-27 21:15,669.3,661.2684,2020-12-27 21:00,2020-12-27 21:15,669.3,661.2684,True
    39. 

  39. 38,2021-01-14 21:15,2021-01-14 21:15,1190.4542,1176.1687,2021-01-14 21:15,2021-01-14 21:15,1190.4542,1176.1687,True
    40. 

  40. 39,2021-01-16 19:00,2021-01-16 19:45,1225.3336,1248.96,2021-01-16 19:00,2021-01-16 19:45,1225.3336,1248.96,True
    41. 

  41. 40,2021-01-16 21:45,2021-01-16 22:00,1226.1686,1211.4546,2021-01-16 21:45,2021-01-16 22:00,1226.1686,1211.4546,True
    42. 

  42. 41,2021-01-17 23:45,2021-01-18 01:00,1238.8818,1242.92,2021-01-17 23:45,2021-01-18 01:00,1238.8818,1242.92,True
    43. 

  43. 42,2021-01-18 17:15,2021-01-18 18:30,1216.7455,1222.24,2021-01-18 17:15,2021-01-18 18:30,1216.7455,1222.24,True
    44. 

  44. 43,2021-01-21 02:30,2021-01-21 03:15,1325.1113,1331.13,2021-01-21 02:30,2021-01-21 03:15,1325.1113,1331.13,True
    45. 

  45. 44,2021-01-27 02:30,2021-01-27 03:30,1313.0641,1308.63,2021-01-27 02:30,2021-01-27 03:30,1313.0641,1308.63,True
    46. 

  46. 45,2021-01-29 17:00,2021-01-29 17:30,1368.5736,1387.14,2021-01-29 17:00,2021-01-29 17:30,1368.5736,1387.14,True
    47. 

  47. 46,2021-02-24 13:45,2021-02-24 14:30,1630.6688,1643.94,2021-02-24 13:45,2021-02-24 14:30,1630.6688,1643.94,True
    48. 

  48. 47,2021-03-03 19:15,2021-03-03 19:45,1591.476,1603.5,2021-03-03 19:15,2021-03-03 19:45,1591.476,1603.5,True
    49. 

  49. 48,2021-03-08 07:15,2021-03-08 08:00,1695.6944,1675.3461,2021-03-08 07:15,2021-03-08 08:00,1695.6944,1675.3461,True
    50. 

  50. 49,2021-03-11 15:45,2021-03-11 16:00,1784.1415,1798.64,2021-03-11 15:45,2021-03-11 16:00,1784.1415,1798.64,True
    51. 

  51. 50,2021-03-27 07:45,2021-03-27 08:45,1685.917,1690.54,2021-03-27 07:45,2021-03-27 08:45,1685.917,1690.54,True
    52.