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 | Lots=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10001.54 | Gross profit | 7167.59 | Gross loss | -17169.13 |
| Profit factor | 0.42 | Expected payoff | -70.93 | ||
| Absolute drawdown | 10001.54 | Maximal drawdown | 10507.01 (100.01%) | Relative drawdown | 100.01% (10507.01) |
| Total trades | 141 | Short positions (won %) | 71 (19.72%) | Long positions (won %) | 70 (20.00%) |
| Profit trades (% of total) | 28 (19.86%) | Loss trades (% of total) | 113 (80.14%) | ||
| Largest | profit trade | 806.85 | loss trade | -748.02 | |
| Average | profit trade | 255.99 | loss trade | -151.94 | |
| Maximum | consecutive wins (profit in money) | 3 (306.69) | consecutive losses (loss in money) | 19 (-3410.60) | |
| Maximal | consecutive profit (count of wins) | 829.16 (2) | consecutive loss (count of losses) | -3410.60 (19) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.05597 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 02:00 | close | 1 | 1.00 | 1.05644 | 0.00000 | 0.00000 | -44.49 | 9955.51 |
| 3 | 2009.12.01 02:00 | buy | 2 | 1.00 | 1.05644 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 04:00 | close | 2 | 1.00 | 1.05467 | 0.00000 | 0.00000 | -167.83 | 9787.68 |
| 5 | 2009.12.01 04:00 | sell | 3 | 1.00 | 1.05467 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 05:00 | close | 3 | 1.00 | 1.05599 | 0.00000 | 0.00000 | -125.00 | 9662.68 |
| 7 | 2009.12.01 05:00 | buy | 4 | 1.00 | 1.05599 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.01 08:00 | close | 4 | 1.00 | 1.05501 | 0.00000 | 0.00000 | -92.89 | 9569.79 |
| 9 | 2009.12.01 08:00 | sell | 5 | 1.00 | 1.05501 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.01 14:00 | close | 5 | 1.00 | 1.04661 | 0.00000 | 0.00000 | 802.59 | 10372.38 |
| 11 | 2009.12.01 14:00 | buy | 6 | 1.00 | 1.04661 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.01 15:00 | close | 6 | 1.00 | 1.04405 | 0.00000 | 0.00000 | -245.20 | 10127.18 |
| 13 | 2009.12.01 15:00 | sell | 7 | 1.00 | 1.04405 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.01 17:00 | close | 7 | 1.00 | 1.04379 | 0.00000 | 0.00000 | 24.91 | 10152.09 |
| 15 | 2009.12.01 17:00 | buy | 8 | 1.00 | 1.04379 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.01 18:00 | close | 8 | 1.00 | 1.04298 | 0.00000 | 0.00000 | -77.66 | 10074.43 |
| 17 | 2009.12.01 18:00 | sell | 9 | 1.00 | 1.04298 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.01 19:00 | close | 9 | 1.00 | 1.04467 | 0.00000 | 0.00000 | -161.77 | 9912.66 |
| 19 | 2009.12.01 19:00 | buy | 10 | 1.00 | 1.04467 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.01 20:00 | close | 10 | 1.00 | 1.04243 | 0.00000 | 0.00000 | -214.88 | 9697.78 |
| 21 | 2009.12.01 20:00 | sell | 11 | 1.00 | 1.04243 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.01 21:00 | close | 11 | 1.00 | 1.04431 | 0.00000 | 0.00000 | -180.02 | 9517.76 |
| 23 | 2009.12.01 21:00 | buy | 12 | 1.00 | 1.04431 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.01 23:00 | close | 12 | 1.00 | 1.04597 | 0.00000 | 0.00000 | 158.70 | 9676.46 |
| 25 | 2009.12.01 23:00 | sell | 13 | 1.00 | 1.04597 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.02 00:00 | close | 13 | 1.00 | 1.04763 | 0.00000 | 0.00000 | -158.54 | 9517.92 |
| 27 | 2009.12.02 00:00 | buy | 14 | 1.00 | 1.04763 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.02 01:00 | close | 14 | 1.00 | 1.04625 | 0.00000 | 0.00000 | -131.90 | 9386.02 |
| 29 | 2009.12.02 01:00 | sell | 15 | 1.00 | 1.04625 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.02 03:00 | close | 15 | 1.00 | 1.04689 | 0.00000 | 0.00000 | -61.13 | 9324.89 |
| 31 | 2009.12.02 03:00 | buy | 16 | 1.00 | 1.04689 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.02 04:00 | close | 16 | 1.00 | 1.04496 | 0.00000 | 0.00000 | -184.70 | 9140.19 |
| 33 | 2009.12.02 04:00 | sell | 17 | 1.00 | 1.04496 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.02 06:00 | close | 17 | 1.00 | 1.04566 | 0.00000 | 0.00000 | -66.94 | 9073.25 |
| 35 | 2009.12.02 06:00 | buy | 18 | 1.00 | 1.04566 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.02 07:00 | close | 18 | 1.00 | 1.04447 | 0.00000 | 0.00000 | -113.93 | 8959.32 |
| 37 | 2009.12.02 07:00 | sell | 19 | 1.00 | 1.04447 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.02 09:00 | close | 19 | 1.00 | 1.04651 | 0.00000 | 0.00000 | -194.93 | 8764.39 |
| 39 | 2009.12.02 09:00 | buy | 20 | 1.00 | 1.04651 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.02 10:00 | close | 20 | 1.00 | 1.04486 | 0.00000 | 0.00000 | -157.92 | 8606.47 |
| 41 | 2009.12.02 10:00 | sell | 21 | 1.00 | 1.04486 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.02 12:00 | close | 21 | 1.00 | 1.04506 | 0.00000 | 0.00000 | -19.14 | 8587.33 |
| 43 | 2009.12.02 12:00 | buy | 22 | 1.00 | 1.04506 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.02 14:00 | close | 22 | 1.00 | 1.04487 | 0.00000 | 0.00000 | -18.18 | 8569.15 |
| 45 | 2009.12.02 14:00 | sell | 23 | 1.00 | 1.04487 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.02 15:00 | close | 23 | 1.00 | 1.04838 | 0.00000 | 0.00000 | -334.80 | 8234.35 |
| 47 | 2009.12.02 15:00 | buy | 24 | 1.00 | 1.04838 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.02 16:00 | close | 24 | 1.00 | 1.04637 | 0.00000 | 0.00000 | -192.09 | 8042.26 |
| 49 | 2009.12.02 16:00 | sell | 25 | 1.00 | 1.04637 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.02 18:00 | close | 25 | 1.00 | 1.04715 | 0.00000 | 0.00000 | -74.49 | 7967.77 |
| 51 | 2009.12.02 18:00 | buy | 26 | 1.00 | 1.04715 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.02 20:00 | close | 26 | 1.00 | 1.04895 | 0.00000 | 0.00000 | 171.60 | 8139.37 |
| 53 | 2009.12.02 20:00 | sell | 27 | 1.00 | 1.04895 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.02 21:00 | close | 27 | 1.00 | 1.05177 | 0.00000 | 0.00000 | -268.12 | 7871.25 |
| 55 | 2009.12.02 21:00 | buy | 28 | 1.00 | 1.05177 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.02 22:00 | close | 28 | 1.00 | 1.05014 | 0.00000 | 0.00000 | -155.22 | 7716.03 |
| 57 | 2009.12.02 22:00 | sell | 29 | 1.00 | 1.05014 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.02 23:00 | close | 29 | 1.00 | 1.05148 | 0.00000 | 0.00000 | -127.44 | 7588.59 |
| 59 | 2009.12.02 23:00 | buy | 30 | 1.00 | 1.05148 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.03 01:00 | close | 30 | 1.00 | 1.04918 | 0.00000 | 0.00000 | -222.32 | 7366.26 |
| 61 | 2009.12.03 01:00 | sell | 31 | 1.00 | 1.04918 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.03 03:00 | close | 31 | 1.00 | 1.05014 | 0.00000 | 0.00000 | -91.42 | 7274.84 |
| 63 | 2009.12.03 03:00 | buy | 32 | 1.00 | 1.05014 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.03 04:00 | close | 32 | 1.00 | 1.04888 | 0.00000 | 0.00000 | -120.13 | 7154.71 |
| 65 | 2009.12.03 04:00 | sell | 33 | 1.00 | 1.04888 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.03 06:00 | close | 33 | 1.00 | 1.05076 | 0.00000 | 0.00000 | -178.92 | 6975.79 |
| 67 | 2009.12.03 06:00 | buy | 34 | 1.00 | 1.05076 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.03 08:00 | close | 34 | 1.00 | 1.04819 | 0.00000 | 0.00000 | -245.18 | 6730.61 |
| 69 | 2009.12.03 08:00 | sell | 35 | 1.00 | 1.04819 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.03 10:00 | close | 35 | 1.00 | 1.04825 | 0.00000 | 0.00000 | -5.72 | 6724.89 |
| 71 | 2009.12.03 10:00 | buy | 36 | 1.00 | 1.04825 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.03 14:00 | close | 36 | 1.00 | 1.04926 | 0.00000 | 0.00000 | 96.26 | 6821.15 |
| 73 | 2009.12.03 14:00 | sell | 37 | 1.00 | 1.04926 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.03 15:00 | close | 37 | 1.00 | 1.05504 | 0.00000 | 0.00000 | -547.85 | 6273.30 |
| 75 | 2009.12.03 15:00 | buy | 38 | 1.00 | 1.05504 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.03 17:00 | close | 38 | 1.00 | 1.05437 | 0.00000 | 0.00000 | -63.55 | 6209.75 |
| 77 | 2009.12.03 17:00 | sell | 39 | 1.00 | 1.05437 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.03 21:00 | close | 39 | 1.00 | 1.05400 | 0.00000 | 0.00000 | 35.10 | 6244.85 |
| 79 | 2009.12.03 21:00 | buy | 40 | 1.00 | 1.05400 | 0.00000 | 0.00000 | ||
| 80 | 2009.12.04 00:00 | close | 40 | 1.00 | 1.05690 | 0.00000 | 0.00000 | 273.36 | 6518.21 |
| 81 | 2009.12.04 00:00 | sell | 41 | 1.00 | 1.05690 | 0.00000 | 0.00000 | ||
| 82 | 2009.12.04 02:00 | close | 41 | 1.00 | 1.05761 | 0.00000 | 0.00000 | -67.13 | 6451.08 |
| 83 | 2009.12.04 02:00 | buy | 42 | 1.00 | 1.05761 | 0.00000 | 0.00000 | ||
| 84 | 2009.12.04 03:00 | close | 42 | 1.00 | 1.05621 | 0.00000 | 0.00000 | -132.55 | 6318.53 |
| 85 | 2009.12.04 03:00 | sell | 43 | 1.00 | 1.05621 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.04 06:00 | close | 43 | 1.00 | 1.05692 | 0.00000 | 0.00000 | -67.18 | 6251.35 |
| 87 | 2009.12.04 06:00 | buy | 44 | 1.00 | 1.05692 | 0.00000 | 0.00000 | ||
| 88 | 2009.12.04 08:00 | close | 44 | 1.00 | 1.05529 | 0.00000 | 0.00000 | -154.46 | 6096.89 |
| 89 | 2009.12.04 08:00 | sell | 45 | 1.00 | 1.05529 | 0.00000 | 0.00000 | ||
| 90 | 2009.12.04 10:00 | close | 45 | 1.00 | 1.05537 | 0.00000 | 0.00000 | -7.58 | 6089.31 |
| 91 | 2009.12.04 10:00 | buy | 46 | 1.00 | 1.05537 | 0.00000 | 0.00000 | ||
| 92 | 2009.12.04 11:00 | close | 46 | 1.00 | 1.05468 | 0.00000 | 0.00000 | -65.42 | 6023.89 |
| 93 | 2009.12.04 11:00 | sell | 47 | 1.00 | 1.05468 | 0.00000 | 0.00000 | ||
| 94 | 2009.12.04 12:00 | close | 47 | 1.00 | 1.05547 | 0.00000 | 0.00000 | -74.85 | 5949.04 |
| 95 | 2009.12.04 12:00 | buy | 48 | 1.00 | 1.05547 | 0.00000 | 0.00000 | ||
| 96 | 2009.12.04 13:00 | close | 48 | 1.00 | 1.05225 | 0.00000 | 0.00000 | -306.01 | 5643.03 |
| 97 | 2009.12.04 13:00 | sell | 49 | 1.00 | 1.05225 | 0.00000 | 0.00000 | ||
| 98 | 2009.12.04 15:00 | close | 49 | 1.00 | 1.04931 | 0.00000 | 0.00000 | 280.18 | 5923.21 |
| 99 | 2009.12.04 15:00 | buy | 50 | 1.00 | 1.04931 | 0.00000 | 0.00000 | ||
| 100 | 2009.12.04 16:00 | close | 50 | 1.00 | 1.04673 | 0.00000 | 0.00000 | -246.48 | 5676.73 |
| 101 | 2009.12.04 16:00 | sell | 51 | 1.00 | 1.04673 | 0.00000 | 0.00000 | ||
| 102 | 2009.12.04 17:00 | close | 51 | 1.00 | 1.05063 | 0.00000 | 0.00000 | -371.21 | 5305.52 |
| 103 | 2009.12.04 17:00 | buy | 52 | 1.00 | 1.05063 | 0.00000 | 0.00000 | ||
| 104 | 2009.12.04 22:00 | close | 52 | 1.00 | 1.05786 | 0.00000 | 0.00000 | 683.46 | 5988.98 |
| 105 | 2009.12.04 22:00 | sell | 53 | 1.00 | 1.05786 | 0.00000 | 0.00000 | ||
| 106 | 2009.12.07 03:00 | close | 53 | 1.00 | 1.05632 | 0.00000 | 0.00000 | 145.70 | 6134.68 |
| 107 | 2009.12.07 03:00 | buy | 54 | 1.00 | 1.05632 | 0.00000 | 0.00000 | ||
| 108 | 2009.12.07 04:00 | close | 54 | 1.00 | 1.05434 | 0.00000 | 0.00000 | -187.80 | 5946.88 |
| 109 | 2009.12.07 04:00 | sell | 55 | 1.00 | 1.05434 | 0.00000 | 0.00000 | ||
| 110 | 2009.12.07 05:00 | close | 55 | 1.00 | 1.05551 | 0.00000 | 0.00000 | -110.85 | 5836.03 |
| 111 | 2009.12.07 05:00 | buy | 56 | 1.00 | 1.05551 | 0.00000 | 0.00000 | ||
| 112 | 2009.12.07 08:00 | close | 56 | 1.00 | 1.05404 | 0.00000 | 0.00000 | -139.46 | 5696.57 |
| 113 | 2009.12.07 08:00 | sell | 57 | 1.00 | 1.05404 | 0.00000 | 0.00000 | ||
| 114 | 2009.12.07 09:00 | close | 57 | 1.00 | 1.05548 | 0.00000 | 0.00000 | -136.43 | 5560.14 |
| 115 | 2009.12.07 09:00 | buy | 58 | 1.00 | 1.05548 | 0.00000 | 0.00000 | ||
| 116 | 2009.12.07 11:00 | close | 58 | 1.00 | 1.05911 | 0.00000 | 0.00000 | 342.74 | 5902.88 |
| 117 | 2009.12.07 11:00 | sell | 59 | 1.00 | 1.05911 | 0.00000 | 0.00000 | ||
| 118 | 2009.12.07 12:00 | close | 59 | 1.00 | 1.06184 | 0.00000 | 0.00000 | -257.10 | 5645.78 |
| 119 | 2009.12.07 12:00 | buy | 60 | 1.00 | 1.06184 | 0.00000 | 0.00000 | ||
| 120 | 2009.12.07 14:00 | close | 60 | 1.00 | 1.05909 | 0.00000 | 0.00000 | -259.66 | 5386.12 |
| 121 | 2009.12.07 14:00 | sell | 61 | 1.00 | 1.05909 | 0.00000 | 0.00000 | ||
| 122 | 2009.12.07 20:00 | close | 61 | 1.00 | 1.05129 | 0.00000 | 0.00000 | 741.95 | 6128.07 |
| 123 | 2009.12.07 20:00 | buy | 62 | 1.00 | 1.05129 | 0.00000 | 0.00000 | ||
| 124 | 2009.12.07 23:00 | close | 62 | 1.00 | 1.05104 | 0.00000 | 0.00000 | -23.79 | 6104.28 |
| 125 | 2009.12.07 23:00 | sell | 63 | 1.00 | 1.05104 | 0.00000 | 0.00000 | ||
| 126 | 2009.12.08 00:00 | close | 63 | 1.00 | 1.05192 | 0.00000 | 0.00000 | -83.75 | 6020.52 |
| 127 | 2009.12.08 00:00 | buy | 64 | 1.00 | 1.05192 | 0.00000 | 0.00000 | ||
| 128 | 2009.12.08 01:00 | close | 64 | 1.00 | 1.04981 | 0.00000 | 0.00000 | -200.99 | 5819.53 |
| 129 | 2009.12.08 01:00 | sell | 65 | 1.00 | 1.04981 | 0.00000 | 0.00000 | ||
| 130 | 2009.12.08 04:00 | close | 65 | 1.00 | 1.05134 | 0.00000 | 0.00000 | -145.53 | 5674.00 |
| 131 | 2009.12.08 04:00 | buy | 66 | 1.00 | 1.05134 | 0.00000 | 0.00000 | ||
| 132 | 2009.12.08 05:00 | close | 66 | 1.00 | 1.05042 | 0.00000 | 0.00000 | -87.58 | 5586.42 |
| 133 | 2009.12.08 05:00 | sell | 67 | 1.00 | 1.05042 | 0.00000 | 0.00000 | ||
| 134 | 2009.12.08 07:00 | close | 67 | 1.00 | 1.05109 | 0.00000 | 0.00000 | -63.74 | 5522.68 |
| 135 | 2009.12.08 07:00 | buy | 68 | 1.00 | 1.05109 | 0.00000 | 0.00000 | ||
| 136 | 2009.12.08 10:00 | close | 68 | 1.00 | 1.05231 | 0.00000 | 0.00000 | 115.94 | 5638.62 |
| 137 | 2009.12.08 10:00 | sell | 69 | 1.00 | 1.05231 | 0.00000 | 0.00000 | ||
| 138 | 2009.12.08 12:00 | close | 69 | 1.00 | 1.05212 | 0.00000 | 0.00000 | 18.06 | 5656.68 |
| 139 | 2009.12.08 12:00 | buy | 70 | 1.00 | 1.05212 | 0.00000 | 0.00000 | ||
| 140 | 2009.12.08 14:00 | close | 70 | 1.00 | 1.05394 | 0.00000 | 0.00000 | 172.69 | 5829.37 |
| 141 | 2009.12.08 14:00 | sell | 71 | 1.00 | 1.05394 | 0.00000 | 0.00000 | ||
| 142 | 2009.12.08 15:00 | close | 71 | 1.00 | 1.05773 | 0.00000 | 0.00000 | -358.31 | 5471.06 |
| 143 | 2009.12.08 15:00 | buy | 72 | 1.00 | 1.05773 | 0.00000 | 0.00000 | ||
| 144 | 2009.12.08 18:00 | close | 72 | 1.00 | 1.05988 | 0.00000 | 0.00000 | 202.85 | 5673.91 |
| 145 | 2009.12.08 18:00 | sell | 73 | 1.00 | 1.05988 | 0.00000 | 0.00000 | ||
| 146 | 2009.12.08 19:00 | close | 73 | 1.00 | 1.06223 | 0.00000 | 0.00000 | -221.23 | 5452.68 |
| 147 | 2009.12.08 19:00 | buy | 74 | 1.00 | 1.06223 | 0.00000 | 0.00000 | ||
| 148 | 2009.12.08 22:00 | close | 74 | 1.00 | 1.06368 | 0.00000 | 0.00000 | 136.32 | 5589.00 |
| 149 | 2009.12.08 22:00 | sell | 75 | 1.00 | 1.06368 | 0.00000 | 0.00000 | ||
| 150 | 2009.12.09 01:00 | close | 75 | 1.00 | 1.06529 | 0.00000 | 0.00000 | -151.22 | 5437.78 |
| 151 | 2009.12.09 01:00 | buy | 76 | 1.00 | 1.06529 | 0.00000 | 0.00000 | ||
| 152 | 2009.12.09 02:00 | close | 76 | 1.00 | 1.06356 | 0.00000 | 0.00000 | -162.66 | 5275.12 |
| 153 | 2009.12.09 02:00 | sell | 77 | 1.00 | 1.06356 | 0.00000 | 0.00000 | ||
| 154 | 2009.12.09 06:00 | close | 77 | 1.00 | 1.06283 | 0.00000 | 0.00000 | 68.68 | 5343.80 |
| 155 | 2009.12.09 06:00 | buy | 78 | 1.00 | 1.06283 | 0.00000 | 0.00000 | ||
| 156 | 2009.12.09 07:00 | close | 78 | 1.00 | 1.06178 | 0.00000 | 0.00000 | -98.89 | 5244.91 |
| 157 | 2009.12.09 07:00 | sell | 79 | 1.00 | 1.06178 | 0.00000 | 0.00000 | ||
| 158 | 2009.12.09 08:00 | close | 79 | 1.00 | 1.06528 | 0.00000 | 0.00000 | -328.55 | 4916.36 |
| 159 | 2009.12.09 08:00 | buy | 80 | 1.00 | 1.06528 | 0.00000 | 0.00000 | ||
| 160 | 2009.12.09 09:00 | close | 80 | 1.00 | 1.06323 | 0.00000 | 0.00000 | -192.81 | 4723.55 |
| 161 | 2009.12.09 09:00 | sell | 81 | 1.00 | 1.06323 | 0.00000 | 0.00000 | ||
| 162 | 2009.12.09 11:00 | close | 81 | 1.00 | 1.06325 | 0.00000 | 0.00000 | -1.88 | 4721.67 |
| 163 | 2009.12.09 11:00 | buy | 82 | 1.00 | 1.06325 | 0.00000 | 0.00000 | ||
| 164 | 2009.12.09 12:00 | close | 82 | 1.00 | 1.05987 | 0.00000 | 0.00000 | -318.91 | 4402.76 |
| 165 | 2009.12.09 12:00 | sell | 83 | 1.00 | 1.05987 | 0.00000 | 0.00000 | ||
| 166 | 2009.12.09 14:00 | close | 83 | 1.00 | 1.06138 | 0.00000 | 0.00000 | -142.27 | 4260.49 |
| 167 | 2009.12.09 14:00 | buy | 84 | 1.00 | 1.06138 | 0.00000 | 0.00000 | ||
| 168 | 2009.12.09 15:00 | close | 84 | 1.00 | 1.06074 | 0.00000 | 0.00000 | -60.34 | 4200.15 |
| 169 | 2009.12.09 15:00 | sell | 85 | 1.00 | 1.06074 | 0.00000 | 0.00000 | ||
| 170 | 2009.12.09 16:00 | close | 85 | 1.00 | 1.06267 | 0.00000 | 0.00000 | -181.62 | 4018.53 |
| 171 | 2009.12.09 16:00 | buy | 86 | 1.00 | 1.06267 | 0.00000 | 0.00000 | ||
| 172 | 2009.12.09 17:00 | close | 86 | 1.00 | 1.05478 | 0.00000 | 0.00000 | -748.02 | 3270.51 |
| 173 | 2009.12.09 17:00 | sell | 87 | 1.00 | 1.05478 | 0.00000 | 0.00000 | ||
| 174 | 2009.12.09 18:00 | close | 87 | 1.00 | 1.05564 | 0.00000 | 0.00000 | -81.47 | 3189.04 |
| 175 | 2009.12.09 18:00 | buy | 88 | 1.00 | 1.05564 | 0.00000 | 0.00000 | ||
| 176 | 2009.12.09 21:00 | close | 88 | 1.00 | 1.05378 | 0.00000 | 0.00000 | -176.51 | 3012.53 |
| 177 | 2009.12.09 21:00 | sell | 89 | 1.00 | 1.05378 | 0.00000 | 0.00000 | ||
| 178 | 2009.12.09 22:00 | close | 89 | 1.00 | 1.05491 | 0.00000 | 0.00000 | -107.12 | 2905.41 |
| 179 | 2009.12.09 22:00 | buy | 90 | 1.00 | 1.05491 | 0.00000 | 0.00000 | ||
| 180 | 2009.12.10 01:00 | close | 90 | 1.00 | 1.05404 | 0.00000 | 0.00000 | -85.64 | 2819.77 |
| 181 | 2009.12.10 01:00 | sell | 91 | 1.00 | 1.05404 | 0.00000 | 0.00000 | ||
| 182 | 2009.12.10 03:00 | close | 91 | 1.00 | 1.05551 | 0.00000 | 0.00000 | -139.27 | 2680.50 |
| 183 | 2009.12.10 03:00 | buy | 92 | 1.00 | 1.05551 | 0.00000 | 0.00000 | ||
| 184 | 2009.12.10 04:00 | close | 92 | 1.00 | 1.05437 | 0.00000 | 0.00000 | -108.12 | 2572.38 |
| 185 | 2009.12.10 04:00 | sell | 93 | 1.00 | 1.05437 | 0.00000 | 0.00000 | ||
| 186 | 2009.12.10 05:00 | close | 93 | 1.00 | 1.05605 | 0.00000 | 0.00000 | -159.08 | 2413.30 |
| 187 | 2009.12.10 05:00 | buy | 94 | 1.00 | 1.05605 | 0.00000 | 0.00000 | ||
| 188 | 2009.12.10 08:00 | close | 94 | 1.00 | 1.05532 | 0.00000 | 0.00000 | -69.17 | 2344.13 |
| 189 | 2009.12.10 08:00 | sell | 95 | 1.00 | 1.05532 | 0.00000 | 0.00000 | ||
| 190 | 2009.12.10 09:00 | close | 95 | 1.00 | 1.05736 | 0.00000 | 0.00000 | -192.93 | 2151.20 |
| 191 | 2009.12.10 09:00 | buy | 96 | 1.00 | 1.05736 | 0.00000 | 0.00000 | ||
| 192 | 2009.12.10 10:00 | close | 96 | 1.00 | 1.05506 | 0.00000 | 0.00000 | -218.00 | 1933.20 |
| 193 | 2009.12.10 10:00 | sell | 97 | 1.00 | 1.05506 | 0.00000 | 0.00000 | ||
| 194 | 2009.12.10 16:00 | close | 97 | 1.00 | 1.05117 | 0.00000 | 0.00000 | 370.06 | 2303.26 |
| 195 | 2009.12.10 16:00 | buy | 98 | 1.00 | 1.05117 | 0.00000 | 0.00000 | ||
| 196 | 2009.12.10 18:00 | close | 98 | 1.00 | 1.05174 | 0.00000 | 0.00000 | 54.20 | 2357.46 |
| 197 | 2009.12.10 18:00 | sell | 99 | 1.00 | 1.05174 | 0.00000 | 0.00000 | ||
| 198 | 2009.12.10 19:00 | close | 99 | 1.00 | 1.05407 | 0.00000 | 0.00000 | -221.05 | 2136.41 |
| 199 | 2009.12.10 19:00 | buy | 100 | 1.00 | 1.05407 | 0.00000 | 0.00000 | ||
| 200 | 2009.12.10 20:00 | close | 100 | 1.00 | 1.05153 | 0.00000 | 0.00000 | -241.55 | 1894.86 |
| 201 | 2009.12.10 20:00 | sell | 101 | 1.00 | 1.05153 | 0.00000 | 0.00000 | ||
| 202 | 2009.12.10 22:00 | close | 101 | 1.00 | 1.05108 | 0.00000 | 0.00000 | 42.81 | 1937.67 |
| 203 | 2009.12.10 22:00 | buy | 102 | 1.00 | 1.05108 | 0.00000 | 0.00000 | ||
| 204 | 2009.12.11 00:00 | close | 102 | 1.00 | 1.05087 | 0.00000 | 0.00000 | -21.01 | 1916.65 |
| 205 | 2009.12.11 00:00 | sell | 103 | 1.00 | 1.05087 | 0.00000 | 0.00000 | ||
| 206 | 2009.12.11 01:00 | close | 103 | 1.00 | 1.05195 | 0.00000 | 0.00000 | -102.67 | 1813.98 |
| 207 | 2009.12.11 01:00 | buy | 104 | 1.00 | 1.05195 | 0.00000 | 0.00000 | ||
| 208 | 2009.12.11 02:00 | close | 104 | 1.00 | 1.05101 | 0.00000 | 0.00000 | -89.44 | 1724.54 |
| 209 | 2009.12.11 02:00 | sell | 105 | 1.00 | 1.05101 | 0.00000 | 0.00000 | ||
| 210 | 2009.12.11 03:00 | close | 105 | 1.00 | 1.05211 | 0.00000 | 0.00000 | -104.55 | 1619.99 |
| 211 | 2009.12.11 03:00 | buy | 106 | 1.00 | 1.05211 | 0.00000 | 0.00000 | ||
| 212 | 2009.12.11 04:00 | close | 106 | 1.00 | 1.05096 | 0.00000 | 0.00000 | -109.42 | 1510.57 |
| 213 | 2009.12.11 04:00 | sell | 107 | 1.00 | 1.05096 | 0.00000 | 0.00000 | ||
| 214 | 2009.12.11 05:00 | close | 107 | 1.00 | 1.05176 | 0.00000 | 0.00000 | -76.06 | 1434.51 |
| 215 | 2009.12.11 05:00 | buy | 108 | 1.00 | 1.05176 | 0.00000 | 0.00000 | ||
| 216 | 2009.12.11 07:00 | close | 108 | 1.00 | 1.05124 | 0.00000 | 0.00000 | -49.47 | 1385.04 |
| 217 | 2009.12.11 07:00 | sell | 109 | 1.00 | 1.05124 | 0.00000 | 0.00000 | ||
| 218 | 2009.12.11 08:00 | close | 109 | 1.00 | 1.05290 | 0.00000 | 0.00000 | -157.66 | 1227.38 |
| 219 | 2009.12.11 08:00 | buy | 110 | 1.00 | 1.05290 | 0.00000 | 0.00000 | ||
| 220 | 2009.12.11 09:00 | close | 110 | 1.00 | 1.05172 | 0.00000 | 0.00000 | -112.20 | 1115.18 |
| 221 | 2009.12.11 09:00 | sell | 111 | 1.00 | 1.05172 | 0.00000 | 0.00000 | ||
| 222 | 2009.12.11 13:00 | close | 111 | 1.00 | 1.05087 | 0.00000 | 0.00000 | 80.89 | 1196.07 |
| 223 | 2009.12.11 13:00 | buy | 112 | 1.00 | 1.05087 | 0.00000 | 0.00000 | ||
| 224 | 2009.12.11 14:00 | close | 112 | 1.00 | 1.04922 | 0.00000 | 0.00000 | -157.26 | 1038.81 |
| 225 | 2009.12.11 14:00 | sell | 113 | 1.00 | 1.04922 | 0.00000 | 0.00000 | ||
| 226 | 2009.12.11 15:00 | close | 113 | 1.00 | 1.05112 | 0.00000 | 0.00000 | -180.76 | 858.05 |
| 227 | 2009.12.11 15:00 | buy | 114 | 1.00 | 1.05112 | 0.00000 | 0.00000 | ||
| 228 | 2009.12.11 22:00 | close | 114 | 1.00 | 1.05967 | 0.00000 | 0.00000 | 806.85 | 1664.90 |
| 229 | 2009.12.11 22:00 | sell | 115 | 1.00 | 1.05967 | 0.00000 | 0.00000 | ||
| 230 | 2009.12.14 00:00 | close | 115 | 1.00 | 1.06082 | 0.00000 | 0.00000 | -108.50 | 1556.40 |
| 231 | 2009.12.14 00:00 | buy | 116 | 1.00 | 1.06082 | 0.00000 | 0.00000 | ||
| 232 | 2009.12.14 01:00 | close | 116 | 1.00 | 1.05866 | 0.00000 | 0.00000 | -204.03 | 1352.37 |
| 233 | 2009.12.14 01:00 | sell | 117 | 1.00 | 1.05866 | 0.00000 | 0.00000 | ||
| 234 | 2009.12.14 02:00 | close | 117 | 1.00 | 1.06007 | 0.00000 | 0.00000 | -133.01 | 1219.36 |
| 235 | 2009.12.14 02:00 | buy | 118 | 1.00 | 1.06007 | 0.00000 | 0.00000 | ||
| 236 | 2009.12.14 06:00 | close | 118 | 1.00 | 1.05931 | 0.00000 | 0.00000 | -71.74 | 1147.62 |
| 237 | 2009.12.14 06:00 | sell | 119 | 1.00 | 1.05931 | 0.00000 | 0.00000 | ||
| 238 | 2009.12.14 08:00 | close | 119 | 1.00 | 1.05875 | 0.00000 | 0.00000 | 52.89 | 1200.51 |
| 239 | 2009.12.14 08:00 | buy | 120 | 1.00 | 1.05875 | 0.00000 | 0.00000 | ||
| 240 | 2009.12.14 14:00 | close | 120 | 1.00 | 1.06383 | 0.00000 | 0.00000 | 477.52 | 1678.03 |
| 241 | 2009.12.14 14:00 | sell | 121 | 1.00 | 1.06383 | 0.00000 | 0.00000 | ||
| 242 | 2009.12.14 15:00 | close | 121 | 1.00 | 1.06608 | 0.00000 | 0.00000 | -211.05 | 1466.98 |
| 243 | 2009.12.14 15:00 | buy | 122 | 1.00 | 1.06608 | 0.00000 | 0.00000 | ||
| 244 | 2009.12.14 16:00 | close | 122 | 1.00 | 1.06241 | 0.00000 | 0.00000 | -345.44 | 1121.54 |
| 245 | 2009.12.14 16:00 | sell | 123 | 1.00 | 1.06241 | 0.00000 | 0.00000 | ||
| 246 | 2009.12.14 20:00 | close | 123 | 1.00 | 1.05997 | 0.00000 | 0.00000 | 230.20 | 1351.74 |
| 247 | 2009.12.14 20:00 | buy | 124 | 1.00 | 1.05997 | 0.00000 | 0.00000 | ||
| 248 | 2009.12.14 22:00 | close | 124 | 1.00 | 1.05918 | 0.00000 | 0.00000 | -74.59 | 1277.15 |
| 249 | 2009.12.14 22:00 | sell | 125 | 1.00 | 1.05918 | 0.00000 | 0.00000 | ||
| 250 | 2009.12.15 00:00 | close | 125 | 1.00 | 1.06001 | 0.00000 | 0.00000 | -78.39 | 1198.75 |
| 251 | 2009.12.15 00:00 | buy | 126 | 1.00 | 1.06001 | 0.00000 | 0.00000 | ||
| 252 | 2009.12.15 01:00 | close | 126 | 1.00 | 1.05890 | 0.00000 | 0.00000 | -104.83 | 1093.92 |
| 253 | 2009.12.15 01:00 | sell | 127 | 1.00 | 1.05890 | 0.00000 | 0.00000 | ||
| 254 | 2009.12.15 07:00 | close | 127 | 1.00 | 1.05706 | 0.00000 | 0.00000 | 174.07 | 1267.99 |
| 255 | 2009.12.15 07:00 | buy | 128 | 1.00 | 1.05706 | 0.00000 | 0.00000 | ||
| 256 | 2009.12.15 11:00 | close | 128 | 1.00 | 1.06138 | 0.00000 | 0.00000 | 407.02 | 1675.01 |
| 257 | 2009.12.15 11:00 | sell | 129 | 1.00 | 1.06138 | 0.00000 | 0.00000 | ||
| 258 | 2009.12.15 12:00 | close | 129 | 1.00 | 1.06332 | 0.00000 | 0.00000 | -182.45 | 1492.56 |
| 259 | 2009.12.15 12:00 | buy | 130 | 1.00 | 1.06332 | 0.00000 | 0.00000 | ||
| 260 | 2009.12.15 15:00 | close | 130 | 1.00 | 1.06083 | 0.00000 | 0.00000 | -234.72 | 1257.84 |
| 261 | 2009.12.15 15:00 | sell | 131 | 1.00 | 1.06083 | 0.00000 | 0.00000 | ||
| 262 | 2009.12.15 16:00 | close | 131 | 1.00 | 1.06210 | 0.00000 | 0.00000 | -119.57 | 1138.27 |
| 263 | 2009.12.15 16:00 | buy | 132 | 1.00 | 1.06210 | 0.00000 | 0.00000 | ||
| 264 | 2009.12.15 17:00 | close | 132 | 1.00 | 1.05977 | 0.00000 | 0.00000 | -219.86 | 918.41 |
| 265 | 2009.12.15 17:00 | sell | 133 | 1.00 | 1.05977 | 0.00000 | 0.00000 | ||
| 266 | 2009.12.15 18:00 | close | 133 | 1.00 | 1.06271 | 0.00000 | 0.00000 | -276.65 | 641.76 |
| 267 | 2009.12.15 18:00 | buy | 134 | 1.00 | 1.06271 | 0.00000 | 0.00000 | ||
| 268 | 2009.12.15 19:00 | close | 134 | 1.00 | 1.06194 | 0.00000 | 0.00000 | -72.51 | 569.25 |
| 269 | 2009.12.15 19:00 | sell | 135 | 1.00 | 1.06194 | 0.00000 | 0.00000 | ||
| 270 | 2009.12.15 22:00 | close | 135 | 1.00 | 1.06199 | 0.00000 | 0.00000 | -4.71 | 564.54 |
| 271 | 2009.12.15 22:00 | buy | 136 | 1.00 | 1.06199 | 0.00000 | 0.00000 | ||
| 272 | 2009.12.15 23:00 | close | 136 | 1.00 | 1.06090 | 0.00000 | 0.00000 | -102.74 | 461.80 |
| 273 | 2009.12.15 23:00 | sell | 137 | 1.00 | 1.06090 | 0.00000 | 0.00000 | ||
| 274 | 2009.12.16 02:00 | close | 137 | 1.00 | 1.06116 | 0.00000 | 0.00000 | -24.59 | 437.21 |
| 275 | 2009.12.16 02:00 | buy | 138 | 1.00 | 1.06116 | 0.00000 | 0.00000 | ||
| 276 | 2009.12.16 04:00 | close | 138 | 1.00 | 1.06063 | 0.00000 | 0.00000 | -49.97 | 387.24 |
| 277 | 2009.12.16 04:00 | sell | 139 | 1.00 | 1.06063 | 0.00000 | 0.00000 | ||
| 278 | 2009.12.16 05:00 | close | 139 | 1.00 | 1.06166 | 0.00000 | 0.00000 | -97.02 | 290.22 |
| 279 | 2009.12.16 05:00 | buy | 140 | 1.00 | 1.06166 | 0.00000 | 0.00000 | ||
| 280 | 2009.12.16 06:00 | close | 140 | 1.00 | 1.06084 | 0.00000 | 0.00000 | -77.30 | 212.92 |
| 281 | 2009.12.16 06:00 | sell | 141 | 1.00 | 1.06084 | 0.00000 | 0.00000 | ||
| 282 | 2009.12.16 06:20 | close at stop | 141 | 1.00 | 1.06312 | 0.00000 | 0.00000 | -214.46 | -1.54 |