Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TakeProfit=50; Lots=0.1; TrailingStop=30; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1755.08 | Gross profit | 539.94 | Gross loss | -2295.02 |
Profit factor | 0.24 | Expected payoff | -10.64 | ||
Absolute drawdown | 1815.98 | Maximal drawdown | 1854.20 (18.47%) | Relative drawdown | 18.47% (1854.20) |
Total trades | 165 | Short positions (won %) | 90 (71.11%) | Long positions (won %) | 75 (66.67%) |
Profit trades (% of total) | 114 (69.09%) | Loss trades (% of total) | 51 (30.91%) | ||
Largest | profit trade | 4.82 | loss trade | -129.73 | |
Average | profit trade | 4.74 | loss trade | -45.00 | |
Maximum | consecutive wins (profit in money) | 8 (38.22) | consecutive losses (loss in money) | 3 (-244.33) | |
Maximal | consecutive profit (count of wins) | 38.22 (8) | consecutive loss (count of losses) | -244.33 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | sell | 1 | 0.10 | 1.05391 | 0.00000 | 1.05341 | ||
2 | 2009.12.01 08:10 | t/p | 1 | 0.10 | 1.05341 | 0.00000 | 1.05341 | 4.75 | 10004.75 |
3 | 2009.12.01 09:00 | sell | 2 | 0.10 | 1.05224 | 0.00000 | 1.05174 | ||
4 | 2009.12.01 09:03 | t/p | 2 | 0.10 | 1.05174 | 0.00000 | 1.05174 | 4.76 | 10009.51 |
5 | 2009.12.01 09:03 | sell | 3 | 0.10 | 1.05084 | 0.00000 | 1.05034 | ||
6 | 2009.12.01 09:16 | t/p | 3 | 0.10 | 1.05034 | 0.00000 | 1.05034 | 4.76 | 10014.27 |
7 | 2009.12.01 09:16 | sell | 4 | 0.10 | 1.04839 | 0.00000 | 1.04789 | ||
8 | 2009.12.01 09:50 | t/p | 4 | 0.10 | 1.04789 | 0.00000 | 1.04789 | 4.78 | 10019.05 |
9 | 2009.12.01 09:50 | sell | 5 | 0.10 | 1.04675 | 0.00000 | 1.04625 | ||
10 | 2009.12.01 10:10 | t/p | 5 | 0.10 | 1.04625 | 0.00000 | 1.04625 | 4.78 | 10023.83 |
11 | 2009.12.01 10:10 | sell | 6 | 0.10 | 1.04551 | 0.00000 | 1.04501 | ||
12 | 2009.12.01 14:15 | t/p | 6 | 0.10 | 1.04501 | 0.00000 | 1.04501 | 4.79 | 10028.62 |
13 | 2009.12.01 14:15 | sell | 7 | 0.10 | 1.04376 | 0.00000 | 1.04326 | ||
14 | 2009.12.01 14:20 | t/p | 7 | 0.10 | 1.04326 | 0.00000 | 1.04326 | 4.80 | 10033.42 |
15 | 2009.12.01 14:20 | sell | 8 | 0.10 | 1.04231 | 0.00000 | 1.04181 | ||
16 | 2009.12.01 17:20 | t/p | 8 | 0.10 | 1.04181 | 0.00000 | 1.04181 | 4.80 | 10038.22 |
17 | 2009.12.01 17:20 | sell | 9 | 0.10 | 1.04054 | 0.00000 | 1.04004 | ||
18 | 2009.12.01 22:00 | close | 9 | 0.10 | 1.04728 | 0.00000 | 1.04004 | -64.36 | 9973.86 |
19 | 2009.12.01 22:02 | buy | 10 | 0.10 | 1.04742 | 0.00000 | 1.04792 | ||
20 | 2009.12.02 05:00 | close | 10 | 0.10 | 1.04454 | 0.00000 | 1.04792 | -27.67 | 9946.19 |
21 | 2009.12.02 05:02 | sell | 11 | 0.10 | 1.04438 | 0.00000 | 1.04388 | ||
22 | 2009.12.02 11:02 | t/p | 11 | 0.10 | 1.04388 | 0.00000 | 1.04388 | 4.79 | 9950.98 |
23 | 2009.12.02 11:02 | sell | 12 | 0.10 | 1.04318 | 0.00000 | 1.04268 | ||
24 | 2009.12.02 15:00 | close | 12 | 0.10 | 1.04838 | 0.00000 | 1.04268 | -49.60 | 9901.38 |
25 | 2009.12.02 15:03 | buy | 13 | 0.10 | 1.04848 | 0.00000 | 1.04898 | ||
26 | 2009.12.02 18:20 | t/p | 13 | 0.10 | 1.04898 | 0.00000 | 1.04898 | 4.77 | 9906.15 |
27 | 2009.12.02 19:00 | buy | 14 | 0.10 | 1.04996 | 0.00000 | 1.05046 | ||
28 | 2009.12.02 20:40 | t/p | 14 | 0.10 | 1.05046 | 0.00000 | 1.05046 | 4.76 | 9910.91 |
29 | 2009.12.02 20:40 | buy | 15 | 0.10 | 1.05120 | 0.00000 | 1.05170 | ||
30 | 2009.12.03 04:00 | close | 15 | 0.10 | 1.04888 | 0.00000 | 1.05170 | -22.43 | 9888.48 |
31 | 2009.12.03 04:03 | sell | 16 | 0.10 | 1.04863 | 0.00000 | 1.04813 | ||
32 | 2009.12.03 07:00 | close | 16 | 0.10 | 1.05159 | 0.00000 | 1.04813 | -28.15 | 9860.33 |
33 | 2009.12.03 07:02 | buy | 17 | 0.10 | 1.05145 | 0.00000 | 1.05195 | ||
34 | 2009.12.03 08:00 | close | 17 | 0.10 | 1.04819 | 0.00000 | 1.05195 | -31.10 | 9829.23 |
35 | 2009.12.03 08:03 | sell | 18 | 0.10 | 1.04857 | 0.00000 | 1.04807 | ||
36 | 2009.12.03 08:20 | t/p | 18 | 0.10 | 1.04807 | 0.00000 | 1.04807 | 4.78 | 9834.01 |
37 | 2009.12.03 08:20 | sell | 19 | 0.10 | 1.04722 | 0.00000 | 1.04672 | ||
38 | 2009.12.03 13:00 | close | 19 | 0.10 | 1.05119 | 0.00000 | 1.04672 | -37.77 | 9796.24 |
39 | 2009.12.03 13:02 | buy | 20 | 0.10 | 1.05114 | 0.00000 | 1.05164 | ||
40 | 2009.12.03 14:40 | t/p | 20 | 0.10 | 1.05164 | 0.00000 | 1.05164 | 4.75 | 9800.99 |
41 | 2009.12.03 15:00 | buy | 21 | 0.10 | 1.05504 | 0.00000 | 1.05554 | ||
42 | 2009.12.03 15:20 | t/p | 21 | 0.10 | 1.05554 | 0.00000 | 1.05554 | 4.74 | 9805.73 |
43 | 2009.12.03 15:20 | buy | 22 | 0.10 | 1.05687 | 0.00000 | 1.05737 | ||
44 | 2009.12.03 16:15 | t/p | 22 | 0.10 | 1.05737 | 0.00000 | 1.05737 | 4.73 | 9810.46 |
45 | 2009.12.03 16:15 | buy | 23 | 0.10 | 1.05814 | 0.00000 | 1.05864 | ||
46 | 2009.12.04 08:00 | close | 23 | 0.10 | 1.05529 | 0.00000 | 1.05864 | -27.11 | 9783.34 |
47 | 2009.12.04 08:03 | sell | 24 | 0.10 | 1.05458 | 0.00000 | 1.05408 | ||
48 | 2009.12.04 08:16 | t/p | 24 | 0.10 | 1.05408 | 0.00000 | 1.05408 | 4.75 | 9788.09 |
49 | 2009.12.04 08:16 | sell | 25 | 0.10 | 1.05333 | 0.00000 | 1.05283 | ||
50 | 2009.12.04 13:03 | t/p | 25 | 0.10 | 1.05283 | 0.00000 | 1.05283 | 4.76 | 9792.85 |
51 | 2009.12.04 13:03 | sell | 26 | 0.10 | 1.05021 | 0.00000 | 1.04971 | ||
52 | 2009.12.04 13:10 | t/p | 26 | 0.10 | 1.04971 | 0.00000 | 1.04971 | 4.76 | 9797.61 |
53 | 2009.12.04 13:10 | sell | 27 | 0.10 | 1.04868 | 0.00000 | 1.04818 | ||
54 | 2009.12.04 13:16 | t/p | 27 | 0.10 | 1.04818 | 0.00000 | 1.04818 | 4.78 | 9802.39 |
55 | 2009.12.04 13:16 | sell | 28 | 0.10 | 1.04664 | 0.00000 | 1.04614 | ||
56 | 2009.12.04 14:32 | t/p | 28 | 0.10 | 1.04614 | 0.00000 | 1.04614 | 4.79 | 9807.18 |
57 | 2009.12.04 14:32 | sell | 29 | 0.10 | 1.04386 | 0.00000 | 1.04336 | ||
58 | 2009.12.04 20:00 | close | 29 | 0.10 | 1.05758 | 0.00000 | 1.04336 | -129.73 | 9677.45 |
59 | 2009.12.04 20:02 | buy | 30 | 0.10 | 1.05734 | 0.00000 | 1.05784 | ||
60 | 2009.12.04 20:20 | t/p | 30 | 0.10 | 1.05784 | 0.00000 | 1.05784 | 4.73 | 9682.18 |
61 | 2009.12.04 20:20 | buy | 31 | 0.10 | 1.05862 | 0.00000 | 1.05912 | ||
62 | 2009.12.04 20:50 | t/p | 31 | 0.10 | 1.05912 | 0.00000 | 1.05912 | 4.72 | 9686.90 |
63 | 2009.12.04 20:50 | buy | 32 | 0.10 | 1.06005 | 0.00000 | 1.06055 | ||
64 | 2009.12.07 04:00 | close | 32 | 0.10 | 1.05434 | 0.00000 | 1.06055 | -54.26 | 9632.64 |
65 | 2009.12.07 04:02 | sell | 33 | 0.10 | 1.05403 | 0.00000 | 1.05353 | ||
66 | 2009.12.07 10:00 | close | 33 | 0.10 | 1.06451 | 0.00000 | 1.05353 | -98.45 | 9534.19 |
67 | 2009.12.07 10:02 | buy | 34 | 0.10 | 1.06510 | 0.00000 | 1.06560 | ||
68 | 2009.12.07 15:00 | close | 34 | 0.10 | 1.05543 | 0.00000 | 1.06560 | -91.62 | 9442.57 |
69 | 2009.12.07 15:02 | sell | 35 | 0.10 | 1.05479 | 0.00000 | 1.05429 | ||
70 | 2009.12.07 16:26 | t/p | 35 | 0.10 | 1.05429 | 0.00000 | 1.05429 | 4.75 | 9447.32 |
71 | 2009.12.07 16:26 | sell | 36 | 0.10 | 1.05315 | 0.00000 | 1.05265 | ||
72 | 2009.12.07 16:45 | t/p | 36 | 0.10 | 1.05265 | 0.00000 | 1.05265 | 4.75 | 9452.07 |
73 | 2009.12.07 16:45 | sell | 37 | 0.10 | 1.05163 | 0.00000 | 1.05113 | ||
74 | 2009.12.07 18:45 | t/p | 37 | 0.10 | 1.05113 | 0.00000 | 1.05113 | 4.76 | 9456.83 |
75 | 2009.12.07 18:45 | sell | 38 | 0.10 | 1.04989 | 0.00000 | 1.04939 | ||
76 | 2009.12.07 18:50 | t/p | 38 | 0.10 | 1.04939 | 0.00000 | 1.04939 | 4.77 | 9461.60 |
77 | 2009.12.07 18:50 | sell | 39 | 0.10 | 1.04813 | 0.00000 | 1.04763 | ||
78 | 2009.12.08 09:00 | close | 39 | 0.10 | 1.05576 | 0.00000 | 1.04763 | -72.28 | 9389.32 |
79 | 2009.12.08 09:03 | buy | 40 | 0.10 | 1.05635 | 0.00000 | 1.05685 | ||
80 | 2009.12.08 14:20 | t/p | 40 | 0.10 | 1.05685 | 0.00000 | 1.05685 | 4.73 | 9394.05 |
81 | 2009.12.08 15:00 | buy | 41 | 0.10 | 1.05773 | 0.00000 | 1.05823 | ||
82 | 2009.12.08 15:15 | t/p | 41 | 0.10 | 1.05823 | 0.00000 | 1.05823 | 4.72 | 9398.77 |
83 | 2009.12.08 15:15 | buy | 42 | 0.10 | 1.05934 | 0.00000 | 1.05984 | ||
84 | 2009.12.08 15:45 | t/p | 42 | 0.10 | 1.05984 | 0.00000 | 1.05984 | 4.72 | 9403.49 |
85 | 2009.12.08 15:45 | buy | 43 | 0.10 | 1.06048 | 0.00000 | 1.06098 | ||
86 | 2009.12.08 16:15 | t/p | 43 | 0.10 | 1.06098 | 0.00000 | 1.06098 | 4.71 | 9408.20 |
87 | 2009.12.08 16:15 | buy | 44 | 0.10 | 1.06164 | 0.00000 | 1.06214 | ||
88 | 2009.12.08 18:32 | t/p | 44 | 0.10 | 1.06214 | 0.00000 | 1.06214 | 4.71 | 9412.91 |
89 | 2009.12.08 18:32 | buy | 45 | 0.10 | 1.06280 | 0.00000 | 1.06330 | ||
90 | 2009.12.08 19:15 | t/p | 45 | 0.10 | 1.06330 | 0.00000 | 1.06330 | 4.70 | 9417.61 |
91 | 2009.12.08 19:15 | buy | 46 | 0.10 | 1.06429 | 0.00000 | 1.06479 | ||
92 | 2009.12.08 20:15 | t/p | 46 | 0.10 | 1.06479 | 0.00000 | 1.06479 | 4.69 | 9422.30 |
93 | 2009.12.08 20:15 | buy | 47 | 0.10 | 1.06565 | 0.00000 | 1.06615 | ||
94 | 2009.12.08 20:50 | t/p | 47 | 0.10 | 1.06615 | 0.00000 | 1.06615 | 4.68 | 9426.98 |
95 | 2009.12.08 20:50 | buy | 48 | 0.10 | 1.06759 | 0.00000 | 1.06809 | ||
96 | 2009.12.09 04:00 | close | 48 | 0.10 | 1.06191 | 0.00000 | 1.06809 | -53.59 | 9373.39 |
97 | 2009.12.09 04:02 | sell | 49 | 0.10 | 1.06189 | 0.00000 | 1.06139 | ||
98 | 2009.12.09 08:00 | close | 49 | 0.10 | 1.06528 | 0.00000 | 1.06139 | -31.82 | 9341.57 |
99 | 2009.12.09 08:02 | buy | 50 | 0.10 | 1.06517 | 0.00000 | 1.06567 | ||
100 | 2009.12.09 12:00 | close | 50 | 0.10 | 1.05987 | 0.00000 | 1.06567 | -50.01 | 9291.56 |
101 | 2009.12.09 12:02 | sell | 51 | 0.10 | 1.05958 | 0.00000 | 1.05908 | ||
102 | 2009.12.09 14:20 | t/p | 51 | 0.10 | 1.05908 | 0.00000 | 1.05908 | 4.72 | 9296.28 |
103 | 2009.12.09 17:00 | sell | 52 | 0.10 | 1.05478 | 0.00000 | 1.05428 | ||
104 | 2009.12.09 20:50 | t/p | 52 | 0.10 | 1.05428 | 0.00000 | 1.05428 | 4.74 | 9301.02 |
105 | 2009.12.09 21:00 | sell | 53 | 0.10 | 1.05378 | 0.00000 | 1.05328 | ||
106 | 2009.12.09 21:10 | t/p | 53 | 0.10 | 1.05328 | 0.00000 | 1.05328 | 4.75 | 9305.77 |
107 | 2009.12.09 21:10 | sell | 54 | 0.10 | 1.05225 | 0.00000 | 1.05175 | ||
108 | 2009.12.10 06:00 | close | 54 | 0.10 | 1.05694 | 0.00000 | 1.05175 | -44.40 | 9261.37 |
109 | 2009.12.10 06:02 | buy | 55 | 0.10 | 1.05634 | 0.00000 | 1.05684 | ||
110 | 2009.12.10 06:20 | t/p | 55 | 0.10 | 1.05684 | 0.00000 | 1.05684 | 4.73 | 9266.10 |
111 | 2009.12.10 06:20 | buy | 56 | 0.10 | 1.05769 | 0.00000 | 1.05819 | ||
112 | 2009.12.10 12:00 | close | 56 | 0.10 | 1.05119 | 0.00000 | 1.05819 | -61.83 | 9204.27 |
113 | 2009.12.10 12:02 | sell | 57 | 0.10 | 1.05165 | 0.00000 | 1.05115 | ||
114 | 2009.12.10 12:40 | t/p | 57 | 0.10 | 1.05115 | 0.00000 | 1.05115 | 4.76 | 9209.03 |
115 | 2009.12.10 12:40 | sell | 58 | 0.10 | 1.05051 | 0.00000 | 1.05001 | ||
116 | 2009.12.10 14:40 | t/p | 58 | 0.10 | 1.05001 | 0.00000 | 1.05001 | 4.76 | 9213.79 |
117 | 2009.12.10 14:40 | sell | 59 | 0.10 | 1.04937 | 0.00000 | 1.04887 | ||
118 | 2009.12.10 14:50 | t/p | 59 | 0.10 | 1.04887 | 0.00000 | 1.04887 | 4.77 | 9218.56 |
119 | 2009.12.10 14:50 | sell | 60 | 0.10 | 1.04777 | 0.00000 | 1.04727 | ||
120 | 2009.12.10 19:00 | close | 60 | 0.10 | 1.05407 | 0.00000 | 1.04727 | -59.77 | 9158.79 |
121 | 2009.12.10 19:02 | buy | 61 | 0.10 | 1.05516 | 0.00000 | 1.05566 | ||
122 | 2009.12.11 11:00 | close | 61 | 0.10 | 1.05011 | 0.00000 | 1.05566 | -48.19 | 9110.60 |
123 | 2009.12.11 11:02 | sell | 62 | 0.10 | 1.05000 | 0.00000 | 1.04950 | ||
124 | 2009.12.11 13:16 | t/p | 62 | 0.10 | 1.04950 | 0.00000 | 1.04950 | 4.76 | 9115.36 |
125 | 2009.12.11 14:00 | sell | 63 | 0.10 | 1.04922 | 0.00000 | 1.04872 | ||
126 | 2009.12.11 16:00 | close | 63 | 0.10 | 1.05312 | 0.00000 | 1.04872 | -37.03 | 9078.33 |
127 | 2009.12.11 16:02 | buy | 64 | 0.10 | 1.05332 | 0.00000 | 1.05382 | ||
128 | 2009.12.11 16:10 | t/p | 64 | 0.10 | 1.05382 | 0.00000 | 1.05382 | 4.74 | 9083.07 |
129 | 2009.12.11 16:10 | buy | 65 | 0.10 | 1.05473 | 0.00000 | 1.05523 | ||
130 | 2009.12.11 16:20 | t/p | 65 | 0.10 | 1.05523 | 0.00000 | 1.05523 | 4.73 | 9087.80 |
131 | 2009.12.11 16:20 | buy | 66 | 0.10 | 1.05685 | 0.00000 | 1.05735 | ||
132 | 2009.12.11 17:15 | t/p | 66 | 0.10 | 1.05735 | 0.00000 | 1.05735 | 4.72 | 9092.52 |
133 | 2009.12.11 17:15 | buy | 67 | 0.10 | 1.05949 | 0.00000 | 1.05999 | ||
134 | 2009.12.11 17:20 | t/p | 67 | 0.10 | 1.05999 | 0.00000 | 1.05999 | 4.71 | 9097.23 |
135 | 2009.12.11 17:20 | buy | 68 | 0.10 | 1.06135 | 0.00000 | 1.06185 | ||
136 | 2009.12.11 20:32 | t/p | 68 | 0.10 | 1.06185 | 0.00000 | 1.06185 | 4.71 | 9101.94 |
137 | 2009.12.11 20:32 | buy | 69 | 0.10 | 1.06261 | 0.00000 | 1.06311 | ||
138 | 2009.12.14 07:00 | close | 69 | 0.10 | 1.05736 | 0.00000 | 1.06311 | -49.75 | 9052.18 |
139 | 2009.12.14 07:02 | sell | 70 | 0.10 | 1.05749 | 0.00000 | 1.05699 | ||
140 | 2009.12.14 10:00 | close | 70 | 0.10 | 1.06220 | 0.00000 | 1.05699 | -44.34 | 9007.84 |
141 | 2009.12.14 10:02 | buy | 71 | 0.10 | 1.06225 | 0.00000 | 1.06275 | ||
142 | 2009.12.14 11:02 | t/p | 71 | 0.10 | 1.06275 | 0.00000 | 1.06275 | 4.70 | 9012.54 |
143 | 2009.12.14 11:02 | buy | 72 | 0.10 | 1.06356 | 0.00000 | 1.06406 | ||
144 | 2009.12.14 11:50 | t/p | 72 | 0.10 | 1.06406 | 0.00000 | 1.06406 | 4.70 | 9017.24 |
145 | 2009.12.14 11:50 | buy | 73 | 0.10 | 1.06529 | 0.00000 | 1.06579 | ||
146 | 2009.12.14 12:20 | t/p | 73 | 0.10 | 1.06579 | 0.00000 | 1.06579 | 4.69 | 9021.93 |
147 | 2009.12.14 12:20 | buy | 74 | 0.10 | 1.06645 | 0.00000 | 1.06695 | ||
148 | 2009.12.14 17:00 | close | 74 | 0.10 | 1.06083 | 0.00000 | 1.06695 | -52.98 | 8968.95 |
149 | 2009.12.14 17:02 | sell | 75 | 0.10 | 1.06082 | 0.00000 | 1.06032 | ||
150 | 2009.12.14 17:15 | t/p | 75 | 0.10 | 1.06032 | 0.00000 | 1.06032 | 4.71 | 8973.66 |
151 | 2009.12.14 17:15 | sell | 76 | 0.10 | 1.05959 | 0.00000 | 1.05909 | ||
152 | 2009.12.14 17:32 | t/p | 76 | 0.10 | 1.05909 | 0.00000 | 1.05909 | 4.72 | 8978.38 |
153 | 2009.12.14 17:32 | sell | 77 | 0.10 | 1.05799 | 0.00000 | 1.05749 | ||
154 | 2009.12.15 05:10 | t/p | 77 | 0.10 | 1.05749 | 0.00000 | 1.05749 | 4.72 | 8983.10 |
155 | 2009.12.15 05:10 | sell | 78 | 0.10 | 1.05631 | 0.00000 | 1.05581 | ||
156 | 2009.12.15 05:50 | t/p | 78 | 0.10 | 1.05581 | 0.00000 | 1.05581 | 4.74 | 8987.84 |
157 | 2009.12.15 05:50 | sell | 79 | 0.10 | 1.05508 | 0.00000 | 1.05458 | ||
158 | 2009.12.15 09:00 | close | 79 | 0.10 | 1.05979 | 0.00000 | 1.05458 | -44.44 | 8943.40 |
159 | 2009.12.15 09:02 | buy | 80 | 0.10 | 1.06002 | 0.00000 | 1.06052 | ||
160 | 2009.12.15 09:15 | t/p | 80 | 0.10 | 1.06052 | 0.00000 | 1.06052 | 4.71 | 8948.11 |
161 | 2009.12.15 09:15 | buy | 81 | 0.10 | 1.06173 | 0.00000 | 1.06223 | ||
162 | 2009.12.15 09:50 | t/p | 81 | 0.10 | 1.06223 | 0.00000 | 1.06223 | 4.71 | 8952.82 |
163 | 2009.12.15 09:50 | buy | 82 | 0.10 | 1.06329 | 0.00000 | 1.06379 | ||
164 | 2009.12.15 12:15 | t/p | 82 | 0.10 | 1.06379 | 0.00000 | 1.06379 | 4.70 | 8957.52 |
165 | 2009.12.15 12:15 | buy | 83 | 0.10 | 1.06484 | 0.00000 | 1.06534 | ||
166 | 2009.12.16 02:00 | close | 83 | 0.10 | 1.06052 | 0.00000 | 1.06534 | -40.83 | 8916.69 |
167 | 2009.12.16 02:02 | sell | 84 | 0.10 | 1.06055 | 0.00000 | 1.06005 | ||
168 | 2009.12.16 07:00 | close | 84 | 0.10 | 1.06219 | 0.00000 | 1.06005 | -15.44 | 8901.25 |
169 | 2009.12.16 07:03 | buy | 85 | 0.10 | 1.06212 | 0.00000 | 1.06262 | ||
170 | 2009.12.16 08:50 | t/p | 85 | 0.10 | 1.06262 | 0.00000 | 1.06262 | 4.70 | 8905.95 |
171 | 2009.12.16 09:00 | buy | 86 | 0.10 | 1.06259 | 0.00000 | 1.06309 | ||
172 | 2009.12.16 10:00 | close | 86 | 0.10 | 1.05972 | 0.00000 | 1.06309 | -27.08 | 8878.87 |
173 | 2009.12.16 10:02 | sell | 87 | 0.10 | 1.06007 | 0.00000 | 1.05957 | ||
174 | 2009.12.16 10:20 | t/p | 87 | 0.10 | 1.05957 | 0.00000 | 1.05957 | 4.72 | 8883.59 |
175 | 2009.12.16 10:20 | sell | 88 | 0.10 | 1.05855 | 0.00000 | 1.05805 | ||
176 | 2009.12.16 12:00 | close | 88 | 0.10 | 1.06250 | 0.00000 | 1.05805 | -37.18 | 8846.41 |
177 | 2009.12.16 12:03 | buy | 89 | 0.10 | 1.06196 | 0.00000 | 1.06246 | ||
178 | 2009.12.16 14:00 | close | 89 | 0.10 | 1.05899 | 0.00000 | 1.06246 | -28.05 | 8818.36 |
179 | 2009.12.16 14:02 | sell | 90 | 0.10 | 1.05908 | 0.00000 | 1.05858 | ||
180 | 2009.12.16 15:50 | t/p | 90 | 0.10 | 1.05858 | 0.00000 | 1.05858 | 4.73 | 8823.09 |
181 | 2009.12.16 18:00 | sell | 91 | 0.10 | 1.05777 | 0.00000 | 1.05727 | ||
182 | 2009.12.16 21:00 | close | 91 | 0.10 | 1.06355 | 0.00000 | 1.05727 | -54.35 | 8768.74 |
183 | 2009.12.16 21:02 | buy | 92 | 0.10 | 1.06410 | 0.00000 | 1.06460 | ||
184 | 2009.12.17 03:02 | t/p | 92 | 0.10 | 1.06460 | 0.00000 | 1.06460 | 4.39 | 8773.13 |
185 | 2009.12.17 03:02 | buy | 93 | 0.10 | 1.06568 | 0.00000 | 1.06618 | ||
186 | 2009.12.17 03:50 | t/p | 93 | 0.10 | 1.06618 | 0.00000 | 1.06618 | 4.69 | 8777.82 |
187 | 2009.12.17 03:50 | buy | 94 | 0.10 | 1.06714 | 0.00000 | 1.06764 | ||
188 | 2009.12.17 05:10 | t/p | 94 | 0.10 | 1.06764 | 0.00000 | 1.06764 | 4.69 | 8782.51 |
189 | 2009.12.17 05:10 | buy | 95 | 0.10 | 1.06851 | 0.00000 | 1.06901 | ||
190 | 2009.12.17 05:50 | t/p | 95 | 0.10 | 1.06901 | 0.00000 | 1.06901 | 4.68 | 8787.19 |
191 | 2009.12.17 05:50 | buy | 96 | 0.10 | 1.06986 | 0.00000 | 1.07036 | ||
192 | 2009.12.17 07:20 | t/p | 96 | 0.10 | 1.07036 | 0.00000 | 1.07036 | 4.67 | 8791.86 |
193 | 2009.12.17 07:20 | buy | 97 | 0.10 | 1.07106 | 0.00000 | 1.07156 | ||
194 | 2009.12.17 11:40 | t/p | 97 | 0.10 | 1.07156 | 0.00000 | 1.07156 | 4.67 | 8796.53 |
195 | 2009.12.17 11:40 | buy | 98 | 0.10 | 1.07261 | 0.00000 | 1.07311 | ||
196 | 2009.12.17 11:50 | t/p | 98 | 0.10 | 1.07311 | 0.00000 | 1.07311 | 4.66 | 8801.19 |
197 | 2009.12.17 11:50 | buy | 99 | 0.10 | 1.07394 | 0.00000 | 1.07444 | ||
198 | 2009.12.17 14:20 | t/p | 99 | 0.10 | 1.07444 | 0.00000 | 1.07444 | 4.66 | 8805.85 |
199 | 2009.12.17 14:20 | buy | 100 | 0.10 | 1.07516 | 0.00000 | 1.07566 | ||
200 | 2009.12.18 02:00 | close | 100 | 0.10 | 1.06914 | 0.00000 | 1.07566 | -56.41 | 8749.44 |
201 | 2009.12.18 02:02 | sell | 101 | 0.10 | 1.06908 | 0.00000 | 1.06858 | ||
202 | 2009.12.18 03:03 | t/p | 101 | 0.10 | 1.06858 | 0.00000 | 1.06858 | 4.68 | 8754.12 |
203 | 2009.12.18 03:03 | sell | 102 | 0.10 | 1.06731 | 0.00000 | 1.06681 | ||
204 | 2009.12.18 03:10 | t/p | 102 | 0.10 | 1.06681 | 0.00000 | 1.06681 | 4.68 | 8758.80 |
205 | 2009.12.18 03:10 | sell | 103 | 0.10 | 1.06602 | 0.00000 | 1.06552 | ||
206 | 2009.12.18 03:16 | t/p | 103 | 0.10 | 1.06552 | 0.00000 | 1.06552 | 4.70 | 8763.50 |
207 | 2009.12.18 03:16 | sell | 104 | 0.10 | 1.06431 | 0.00000 | 1.06381 | ||
208 | 2009.12.18 16:02 | t/p | 104 | 0.10 | 1.06381 | 0.00000 | 1.06381 | 4.70 | 8768.20 |
209 | 2009.12.18 16:02 | sell | 105 | 0.10 | 1.06307 | 0.00000 | 1.06257 | ||
210 | 2009.12.21 09:00 | close | 105 | 0.10 | 1.06864 | 0.00000 | 1.06257 | -52.13 | 8716.07 |
211 | 2009.12.21 09:03 | buy | 106 | 0.10 | 1.06847 | 0.00000 | 1.06897 | ||
212 | 2009.12.21 09:20 | t/p | 106 | 0.10 | 1.06897 | 0.00000 | 1.06897 | 4.68 | 8720.75 |
213 | 2009.12.21 09:20 | buy | 107 | 0.10 | 1.06965 | 0.00000 | 1.07015 | ||
214 | 2009.12.21 11:00 | close | 107 | 0.10 | 1.06524 | 0.00000 | 1.07015 | -41.40 | 8679.35 |
215 | 2009.12.21 11:02 | sell | 108 | 0.10 | 1.06549 | 0.00000 | 1.06499 | ||
216 | 2009.12.21 11:15 | t/p | 108 | 0.10 | 1.06499 | 0.00000 | 1.06499 | 4.69 | 8684.04 |
217 | 2009.12.21 11:15 | sell | 109 | 0.10 | 1.06380 | 0.00000 | 1.06330 | ||
218 | 2009.12.21 11:45 | t/p | 109 | 0.10 | 1.06330 | 0.00000 | 1.06330 | 4.70 | 8688.74 |
219 | 2009.12.21 11:45 | sell | 110 | 0.10 | 1.06208 | 0.00000 | 1.06158 | ||
220 | 2009.12.21 12:50 | t/p | 110 | 0.10 | 1.06158 | 0.00000 | 1.06158 | 4.71 | 8693.45 |
221 | 2009.12.21 12:50 | sell | 111 | 0.10 | 1.06064 | 0.00000 | 1.06014 | ||
222 | 2009.12.21 13:10 | t/p | 111 | 0.10 | 1.06014 | 0.00000 | 1.06014 | 4.72 | 8698.17 |
223 | 2009.12.21 13:10 | sell | 112 | 0.10 | 1.05941 | 0.00000 | 1.05891 | ||
224 | 2009.12.21 13:15 | t/p | 112 | 0.10 | 1.05891 | 0.00000 | 1.05891 | 4.72 | 8702.89 |
225 | 2009.12.21 13:15 | sell | 113 | 0.10 | 1.05809 | 0.00000 | 1.05759 | ||
226 | 2009.12.21 13:20 | t/p | 113 | 0.10 | 1.05759 | 0.00000 | 1.05759 | 4.73 | 8707.62 |
227 | 2009.12.21 13:20 | sell | 114 | 0.10 | 1.05634 | 0.00000 | 1.05584 | ||
228 | 2009.12.21 13:50 | t/p | 114 | 0.10 | 1.05584 | 0.00000 | 1.05584 | 4.74 | 8712.36 |
229 | 2009.12.21 13:50 | sell | 115 | 0.10 | 1.05459 | 0.00000 | 1.05409 | ||
230 | 2009.12.21 20:00 | close | 115 | 0.10 | 1.06253 | 0.00000 | 1.05409 | -74.73 | 8637.63 |
231 | 2009.12.21 20:02 | buy | 116 | 0.10 | 1.06331 | 0.00000 | 1.06381 | ||
232 | 2009.12.22 07:00 | close | 116 | 0.10 | 1.06139 | 0.00000 | 1.06381 | -18.19 | 8619.43 |
233 | 2009.12.22 07:02 | sell | 117 | 0.10 | 1.06189 | 0.00000 | 1.06139 | ||
234 | 2009.12.22 07:50 | t/p | 117 | 0.10 | 1.06139 | 0.00000 | 1.06139 | 4.72 | 8624.15 |
235 | 2009.12.22 08:00 | sell | 118 | 0.10 | 1.06074 | 0.00000 | 1.06024 | ||
236 | 2009.12.22 08:20 | t/p | 118 | 0.10 | 1.06024 | 0.00000 | 1.06024 | 4.71 | 8628.86 |
237 | 2009.12.22 08:20 | sell | 119 | 0.10 | 1.05940 | 0.00000 | 1.05890 | ||
238 | 2009.12.22 09:20 | t/p | 119 | 0.10 | 1.05890 | 0.00000 | 1.05890 | 4.73 | 8633.59 |
239 | 2009.12.22 09:20 | sell | 120 | 0.10 | 1.05798 | 0.00000 | 1.05748 | ||
240 | 2009.12.22 11:20 | t/p | 120 | 0.10 | 1.05748 | 0.00000 | 1.05748 | 4.73 | 8638.32 |
241 | 2009.12.22 11:20 | sell | 121 | 0.10 | 1.05634 | 0.00000 | 1.05584 | ||
242 | 2009.12.22 17:00 | close | 121 | 0.10 | 1.06072 | 0.00000 | 1.05584 | -41.29 | 8597.03 |
243 | 2009.12.22 17:02 | buy | 122 | 0.10 | 1.06132 | 0.00000 | 1.06182 | ||
244 | 2009.12.22 18:00 | close | 122 | 0.10 | 1.05524 | 0.00000 | 1.06182 | -57.62 | 8539.41 |
245 | 2009.12.22 18:02 | sell | 123 | 0.10 | 1.05479 | 0.00000 | 1.05429 | ||
246 | 2009.12.23 12:20 | t/p | 123 | 0.10 | 1.05429 | 0.00000 | 1.05429 | 4.73 | 8544.14 |
247 | 2009.12.23 13:00 | sell | 124 | 0.10 | 1.05255 | 0.00000 | 1.05205 | ||
248 | 2009.12.23 13:32 | t/p | 124 | 0.10 | 1.05205 | 0.00000 | 1.05205 | 4.75 | 8548.89 |
249 | 2009.12.23 13:32 | sell | 125 | 0.10 | 1.05138 | 0.00000 | 1.05088 | ||
250 | 2009.12.23 13:45 | t/p | 125 | 0.10 | 1.05088 | 0.00000 | 1.05088 | 4.76 | 8553.65 |
251 | 2009.12.23 13:45 | sell | 126 | 0.10 | 1.04997 | 0.00000 | 1.04947 | ||
252 | 2009.12.23 17:02 | t/p | 126 | 0.10 | 1.04947 | 0.00000 | 1.04947 | 4.76 | 8558.41 |
253 | 2009.12.23 17:02 | sell | 127 | 0.10 | 1.04863 | 0.00000 | 1.04813 | ||
254 | 2009.12.23 17:50 | t/p | 127 | 0.10 | 1.04813 | 0.00000 | 1.04813 | 4.77 | 8563.18 |
255 | 2009.12.23 17:50 | sell | 128 | 0.10 | 1.04703 | 0.00000 | 1.04653 | ||
256 | 2009.12.24 02:00 | close | 128 | 0.10 | 1.04970 | 0.00000 | 1.04653 | -25.47 | 8537.71 |
257 | 2009.12.24 02:02 | buy | 129 | 0.10 | 1.04979 | 0.00000 | 1.05029 | ||
258 | 2009.12.24 08:00 | close | 129 | 0.10 | 1.04797 | 0.00000 | 1.05029 | -17.37 | 8520.34 |
259 | 2009.12.24 08:02 | sell | 130 | 0.10 | 1.04819 | 0.00000 | 1.04769 | ||
260 | 2009.12.24 10:20 | t/p | 130 | 0.10 | 1.04769 | 0.00000 | 1.04769 | 4.77 | 8525.11 |
261 | 2009.12.24 11:00 | sell | 131 | 0.10 | 1.04692 | 0.00000 | 1.04642 | ||
262 | 2009.12.24 11:16 | t/p | 131 | 0.10 | 1.04642 | 0.00000 | 1.04642 | 4.78 | 8529.89 |
263 | 2009.12.24 11:16 | sell | 132 | 0.10 | 1.04549 | 0.00000 | 1.04499 | ||
264 | 2009.12.24 15:00 | close | 132 | 0.10 | 1.04902 | 0.00000 | 1.04499 | -33.65 | 8496.24 |
265 | 2009.12.24 15:02 | buy | 133 | 0.10 | 1.04953 | 0.00000 | 1.05003 | ||
266 | 2009.12.24 18:20 | t/p | 133 | 0.10 | 1.05003 | 0.00000 | 1.05003 | 4.76 | 8501.00 |
267 | 2009.12.28 00:00 | buy | 134 | 0.10 | 1.04848 | 0.00000 | 1.04898 | ||
268 | 2009.12.28 01:10 | t/p | 134 | 0.10 | 1.04898 | 0.00000 | 1.04898 | 4.77 | 8505.77 |
269 | 2009.12.28 02:00 | buy | 135 | 0.10 | 1.05017 | 0.00000 | 1.05067 | ||
270 | 2009.12.28 04:00 | close | 135 | 0.10 | 1.04630 | 0.00000 | 1.05067 | -36.99 | 8468.78 |
271 | 2009.12.28 04:02 | sell | 136 | 0.10 | 1.04629 | 0.00000 | 1.04579 | ||
272 | 2009.12.28 09:00 | close | 136 | 0.10 | 1.04982 | 0.00000 | 1.04579 | -33.62 | 8435.16 |
273 | 2009.12.28 09:02 | buy | 137 | 0.10 | 1.04997 | 0.00000 | 1.05047 | ||
274 | 2009.12.28 14:00 | close | 137 | 0.10 | 1.04647 | 0.00000 | 1.05047 | -33.45 | 8401.71 |
275 | 2009.12.28 14:02 | sell | 138 | 0.10 | 1.04597 | 0.00000 | 1.04547 | ||
276 | 2009.12.28 14:50 | t/p | 138 | 0.10 | 1.04547 | 0.00000 | 1.04547 | 4.78 | 8406.49 |
277 | 2009.12.28 14:50 | sell | 139 | 0.10 | 1.04438 | 0.00000 | 1.04388 | ||
278 | 2009.12.28 16:50 | t/p | 139 | 0.10 | 1.04388 | 0.00000 | 1.04388 | 4.79 | 8411.28 |
279 | 2009.12.28 16:50 | sell | 140 | 0.10 | 1.04308 | 0.00000 | 1.04258 | ||
280 | 2009.12.28 17:37 | t/p | 140 | 0.10 | 1.04258 | 0.00000 | 1.04258 | 4.79 | 8416.07 |
281 | 2009.12.28 17:37 | sell | 141 | 0.10 | 1.04188 | 0.00000 | 1.04138 | ||
282 | 2009.12.29 03:00 | close | 141 | 0.10 | 1.04434 | 0.00000 | 1.04138 | -23.57 | 8392.51 |
283 | 2009.12.29 03:02 | buy | 142 | 0.10 | 1.04370 | 0.00000 | 1.04420 | ||
284 | 2009.12.29 03:45 | t/p | 142 | 0.10 | 1.04420 | 0.00000 | 1.04420 | 4.79 | 8397.30 |
285 | 2009.12.29 03:45 | buy | 143 | 0.10 | 1.04484 | 0.00000 | 1.04534 | ||
286 | 2009.12.29 09:00 | close | 143 | 0.10 | 1.04177 | 0.00000 | 1.04534 | -29.47 | 8367.83 |
287 | 2009.12.29 09:02 | sell | 144 | 0.10 | 1.04191 | 0.00000 | 1.04141 | ||
288 | 2009.12.29 09:45 | t/p | 144 | 0.10 | 1.04141 | 0.00000 | 1.04141 | 4.81 | 8372.64 |
289 | 2009.12.29 09:45 | sell | 145 | 0.10 | 1.04040 | 0.00000 | 1.03990 | ||
290 | 2009.12.29 12:45 | t/p | 145 | 0.10 | 1.03990 | 0.00000 | 1.03990 | 4.81 | 8377.45 |
291 | 2009.12.29 12:45 | sell | 146 | 0.10 | 1.03865 | 0.00000 | 1.03815 | ||
292 | 2009.12.29 12:50 | t/p | 146 | 0.10 | 1.03815 | 0.00000 | 1.03815 | 4.82 | 8382.27 |
293 | 2009.12.29 12:50 | sell | 147 | 0.10 | 1.03732 | 0.00000 | 1.03682 | ||
294 | 2009.12.29 17:00 | close | 147 | 0.10 | 1.04217 | 0.00000 | 1.03682 | -46.54 | 8335.73 |
295 | 2009.12.29 17:02 | buy | 148 | 0.10 | 1.04164 | 0.00000 | 1.04214 | ||
296 | 2009.12.29 17:10 | t/p | 148 | 0.10 | 1.04214 | 0.00000 | 1.04214 | 4.80 | 8340.53 |
297 | 2009.12.29 17:10 | buy | 149 | 0.10 | 1.04287 | 0.00000 | 1.04337 | ||
298 | 2009.12.29 17:20 | t/p | 149 | 0.10 | 1.04337 | 0.00000 | 1.04337 | 4.79 | 8345.32 |
299 | 2009.12.29 17:20 | buy | 150 | 0.10 | 1.04471 | 0.00000 | 1.04521 | ||
300 | 2009.12.30 01:45 | t/p | 150 | 0.10 | 1.04521 | 0.00000 | 1.04521 | 4.69 | 8350.00 |
301 | 2009.12.30 01:45 | buy | 151 | 0.10 | 1.04605 | 0.00000 | 1.04655 | ||
302 | 2009.12.30 03:20 | t/p | 151 | 0.10 | 1.04655 | 0.00000 | 1.04655 | 4.78 | 8354.78 |
303 | 2009.12.30 03:20 | buy | 152 | 0.10 | 1.04732 | 0.00000 | 1.04782 | ||
304 | 2009.12.30 04:40 | t/p | 152 | 0.10 | 1.04782 | 0.00000 | 1.04782 | 4.78 | 8359.56 |
305 | 2009.12.30 04:40 | buy | 153 | 0.10 | 1.04856 | 0.00000 | 1.04906 | ||
306 | 2009.12.30 04:50 | t/p | 153 | 0.10 | 1.04906 | 0.00000 | 1.04906 | 4.76 | 8364.32 |
307 | 2009.12.30 04:50 | buy | 154 | 0.10 | 1.05034 | 0.00000 | 1.05084 | ||
308 | 2009.12.30 06:10 | t/p | 154 | 0.10 | 1.05084 | 0.00000 | 1.05084 | 4.76 | 8369.08 |
309 | 2009.12.30 06:10 | buy | 155 | 0.10 | 1.05156 | 0.00000 | 1.05206 | ||
310 | 2009.12.30 11:00 | close | 155 | 0.10 | 1.04725 | 0.00000 | 1.05206 | -41.16 | 8327.92 |
311 | 2009.12.30 12:00 | sell | 156 | 0.10 | 1.04725 | 0.00000 | 1.04675 | ||
312 | 2009.12.30 16:00 | close | 156 | 0.10 | 1.05391 | 0.00000 | 1.04675 | -63.19 | 8264.73 |
313 | 2009.12.30 16:02 | buy | 157 | 0.10 | 1.05437 | 0.00000 | 1.05487 | ||
314 | 2009.12.30 17:20 | t/p | 157 | 0.10 | 1.05487 | 0.00000 | 1.05487 | 4.74 | 8269.47 |
315 | 2009.12.30 18:00 | buy | 158 | 0.10 | 1.05281 | 0.00000 | 1.05331 | ||
316 | 2009.12.30 18:20 | t/p | 158 | 0.10 | 1.05331 | 0.00000 | 1.05331 | 4.74 | 8274.21 |
317 | 2009.12.30 18:20 | buy | 159 | 0.10 | 1.05464 | 0.00000 | 1.05514 | ||
318 | 2009.12.30 20:45 | t/p | 159 | 0.10 | 1.05514 | 0.00000 | 1.05514 | 4.74 | 8278.95 |
319 | 2009.12.30 20:45 | buy | 160 | 0.10 | 1.05603 | 0.00000 | 1.05653 | ||
320 | 2009.12.31 03:00 | close | 160 | 0.10 | 1.05143 | 0.00000 | 1.05653 | -44.06 | 8234.89 |
321 | 2009.12.31 03:03 | sell | 161 | 0.10 | 1.05170 | 0.00000 | 1.05120 | ||
322 | 2009.12.31 07:50 | t/p | 161 | 0.10 | 1.05120 | 0.00000 | 1.05120 | 4.77 | 8239.66 |
323 | 2009.12.31 08:00 | sell | 162 | 0.10 | 1.04964 | 0.00000 | 1.04914 | ||
324 | 2009.12.31 09:45 | t/p | 162 | 0.10 | 1.04914 | 0.00000 | 1.04914 | 4.77 | 8244.43 |
325 | 2009.12.31 09:45 | sell | 163 | 0.10 | 1.04827 | 0.00000 | 1.04777 | ||
326 | 2009.12.31 12:32 | t/p | 163 | 0.10 | 1.04777 | 0.00000 | 1.04777 | 4.78 | 8249.21 |
327 | 2009.12.31 12:32 | sell | 164 | 0.10 | 1.04703 | 0.00000 | 1.04653 | ||
328 | 2009.12.31 17:20 | t/p | 164 | 0.10 | 1.04653 | 0.00000 | 1.04653 | 4.78 | 8253.99 |
329 | 2009.12.31 18:00 | sell | 165 | 0.10 | 1.04614 | 0.00000 | 1.04564 | ||
330 | 2009.12.31 18:57 | close at stop | 165 | 0.10 | 1.04709 | 0.00000 | 1.04564 | -9.07 | 8244.92 |