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; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -960.94 | Gross profit | 3256.71 | Gross loss | -4217.65 |
| Profit factor | 0.77 | Expected payoff | -18.13 | ||
| Absolute drawdown | 960.94 | Maximal drawdown | 1933.15 (17.62%) | Relative drawdown | 17.62% (1933.15) |
| Total trades | 53 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 47 (57.45%) |
| Profit trades (% of total) | 30 (56.60%) | Loss trades (% of total) | 23 (43.40%) | ||
| Largest | profit trade | 322.55 | loss trade | -363.15 | |
| Average | profit trade | 108.56 | loss trade | -183.38 | |
| Maximum | consecutive wins (profit in money) | 7 (626.37) | consecutive losses (loss in money) | 4 (-920.68) | |
| Maximal | consecutive profit (count of wins) | 820.58 (6) | consecutive loss (count of losses) | -920.68 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | buy stop | 1 | 1.00 | 1.05600 | 1.05369 | 1.05700 | ||
| 2 | 2009.12.01 02:15 | buy | 1 | 1.00 | 1.05600 | 1.05369 | 1.05700 | ||
| 3 | 2009.12.01 06:15 | t/p | 1 | 1.00 | 1.05700 | 1.05369 | 1.05700 | 94.60 | 10094.60 |
| 4 | 2009.12.01 07:00 | buy stop | 2 | 1.00 | 1.05766 | 1.05537 | 1.05866 | ||
| 5 | 2009.12.01 08:00 | modify | 2 | 1.00 | 1.05638 | 1.05454 | 1.05866 | ||
| 6 | 2009.12.01 09:00 | modify | 2 | 1.00 | 1.05502 | 1.05101 | 1.05866 | ||
| 7 | 2009.12.01 10:00 | modify | 2 | 1.00 | 1.05225 | 1.04674 | 1.05866 | ||
| 8 | 2009.12.01 11:00 | modify | 2 | 1.00 | 1.04690 | 1.04471 | 1.05866 | ||
| 9 | 2009.12.01 12:00 | modify | 2 | 1.00 | 1.04642 | 1.04458 | 1.05866 | ||
| 10 | 2009.12.01 12:15 | buy | 2 | 1.00 | 1.04642 | 1.04458 | 1.05866 | ||
| 11 | 2009.12.01 14:15 | s/l | 2 | 1.00 | 1.04458 | 1.04458 | 1.05866 | -176.29 | 9918.31 |
| 12 | 2009.12.01 15:00 | buy stop | 3 | 1.00 | 1.04632 | 1.04230 | 1.04732 | ||
| 13 | 2009.12.01 16:00 | modify | 3 | 1.00 | 1.04503 | 1.04277 | 1.04732 | ||
| 14 | 2009.12.01 17:00 | modify | 3 | 1.00 | 1.04453 | 1.04235 | 1.04732 | ||
| 15 | 2009.12.01 18:00 | modify | 3 | 1.00 | 1.04357 | 1.04053 | 1.04732 | ||
| 16 | 2009.12.01 18:15 | buy | 3 | 1.00 | 1.04357 | 1.04053 | 1.04732 | ||
| 17 | 2009.12.01 19:00 | modify | 3 | 1.00 | 1.04357 | 1.04359 | 1.04519 | ||
| 18 | 2009.12.01 19:15 | s/l | 3 | 1.00 | 1.04359 | 1.04359 | 1.04519 | 1.91 | 9920.22 |
| 19 | 2009.12.01 20:00 | buy stop | 4 | 1.00 | 1.04407 | 1.04177 | 1.04507 | ||
| 20 | 2009.12.01 21:10 | buy | 4 | 1.00 | 1.04407 | 1.04177 | 1.04507 | ||
| 21 | 2009.12.01 21:20 | t/p | 4 | 1.00 | 1.04507 | 1.04177 | 1.04507 | 95.68 | 10015.90 |
| 22 | 2009.12.01 23:00 | buy stop | 5 | 1.00 | 1.04686 | 1.04539 | 1.04786 | ||
| 23 | 2009.12.01 23:20 | buy | 5 | 1.00 | 1.04686 | 1.04539 | 1.04786 | ||
| 24 | 2009.12.02 01:46 | s/l | 5 | 1.00 | 1.04539 | 1.04539 | 1.04786 | -141.70 | 9874.20 |
| 25 | 2009.12.02 02:00 | buy stop | 6 | 1.00 | 1.04665 | 1.04504 | 1.04765 | ||
| 26 | 2009.12.02 02:15 | buy | 6 | 1.00 | 1.04665 | 1.04504 | 1.04765 | ||
| 27 | 2009.12.02 03:45 | s/l | 6 | 1.00 | 1.04504 | 1.04504 | 1.04765 | -154.08 | 9720.12 |
| 28 | 2009.12.02 04:00 | buy stop | 7 | 1.00 | 1.04626 | 1.04465 | 1.04726 | ||
| 29 | 2009.12.02 07:00 | modify | 7 | 1.00 | 1.04570 | 1.04387 | 1.04726 | ||
| 30 | 2009.12.02 08:15 | buy | 7 | 1.00 | 1.04570 | 1.04387 | 1.04726 | ||
| 31 | 2009.12.02 10:50 | s/l | 7 | 1.00 | 1.04387 | 1.04387 | 1.04726 | -175.39 | 9544.73 |
| 32 | 2009.12.02 11:00 | buy stop | 8 | 1.00 | 1.04593 | 1.04337 | 1.04693 | ||
| 33 | 2009.12.02 11:50 | buy | 8 | 1.00 | 1.04593 | 1.04337 | 1.04693 | ||
| 34 | 2009.12.02 14:45 | t/p | 8 | 1.00 | 1.04693 | 1.04337 | 1.04693 | 95.48 | 9640.21 |
| 35 | 2009.12.02 16:00 | buy stop | 9 | 1.00 | 1.04805 | 1.04491 | 1.04905 | ||
| 36 | 2009.12.02 17:00 | modify | 9 | 1.00 | 1.04645 | 1.04407 | 1.04905 | ||
| 37 | 2009.12.02 17:10 | buy | 9 | 1.00 | 1.04645 | 1.04407 | 1.04905 | ||
| 38 | 2009.12.02 18:20 | t/p | 9 | 1.00 | 1.04905 | 1.04407 | 1.04905 | 247.72 | 9887.93 |
| 39 | 2009.12.02 19:00 | buy stop | 10 | 1.00 | 1.05068 | 1.04602 | 1.05168 | ||
| 40 | 2009.12.02 20:00 | modify | 10 | 1.00 | 1.04999 | 1.04842 | 1.05168 | ||
| 41 | 2009.12.02 20:15 | buy | 10 | 1.00 | 1.04999 | 1.04842 | 1.05168 | ||
| 42 | 2009.12.02 21:00 | modify | 10 | 1.00 | 1.04999 | 1.05069 | 1.05229 | ||
| 43 | 2009.12.02 21:15 | s/l | 10 | 1.00 | 1.05069 | 1.05069 | 1.05229 | 66.62 | 9954.55 |
| 44 | 2009.12.02 22:00 | buy stop | 11 | 1.00 | 1.05123 | 1.05002 | 1.05223 | ||
| 45 | 2009.12.02 22:20 | buy | 11 | 1.00 | 1.05123 | 1.05002 | 1.05223 | ||
| 46 | 2009.12.03 00:10 | s/l | 11 | 1.00 | 1.05002 | 1.05002 | 1.05223 | -118.38 | 9836.16 |
| 47 | 2009.12.08 00:00 | buy stop | 12 | 1.00 | 1.05199 | 1.05003 | 1.05299 | ||
| 48 | 2009.12.08 01:00 | modify | 12 | 1.00 | 1.05148 | 1.04936 | 1.05299 | ||
| 49 | 2009.12.08 01:20 | buy | 12 | 1.00 | 1.05148 | 1.04936 | 1.05299 | ||
| 50 | 2009.12.08 01:50 | s/l | 12 | 1.00 | 1.04936 | 1.04936 | 1.05299 | -202.06 | 9634.10 |
| 51 | 2009.12.08 02:00 | buy stop | 13 | 1.00 | 1.05149 | 1.04921 | 1.05249 | ||
| 52 | 2009.12.08 03:32 | buy | 13 | 1.00 | 1.05149 | 1.04921 | 1.05249 | ||
| 53 | 2009.12.08 08:20 | t/p | 13 | 1.00 | 1.05249 | 1.04921 | 1.05249 | 94.98 | 9729.08 |
| 54 | 2009.12.08 10:00 | buy stop | 14 | 1.00 | 1.05602 | 1.05131 | 1.05702 | ||
| 55 | 2009.12.08 11:00 | modify | 14 | 1.00 | 1.05286 | 1.04896 | 1.05702 | ||
| 56 | 2009.12.08 12:15 | buy | 14 | 1.00 | 1.05286 | 1.04896 | 1.05702 | ||
| 57 | 2009.12.08 13:00 | modify | 14 | 1.00 | 1.05286 | 1.05401 | 1.05561 | ||
| 58 | 2009.12.08 13:15 | s/l | 14 | 1.00 | 1.05401 | 1.05401 | 1.05561 | 109.19 | 9838.27 |
| 59 | 2009.12.08 14:00 | buy stop | 15 | 1.00 | 1.05515 | 1.05210 | 1.05615 | ||
| 60 | 2009.12.08 14:10 | buy | 15 | 1.00 | 1.05515 | 1.05210 | 1.05615 | ||
| 61 | 2009.12.08 14:15 | t/p | 15 | 1.00 | 1.05615 | 1.05210 | 1.05615 | 94.63 | 9932.90 |
| 62 | 2009.12.08 15:00 | buy stop | 16 | 1.00 | 1.05899 | 1.05376 | 1.05999 | ||
| 63 | 2009.12.08 15:20 | buy | 16 | 1.00 | 1.05899 | 1.05376 | 1.05999 | ||
| 64 | 2009.12.08 15:50 | t/p | 16 | 1.00 | 1.05999 | 1.05376 | 1.05999 | 94.27 | 10027.17 |
| 65 | 2009.12.08 16:00 | buy stop | 17 | 1.00 | 1.06079 | 1.05637 | 1.06179 | ||
| 66 | 2009.12.08 16:15 | buy | 17 | 1.00 | 1.06079 | 1.05637 | 1.06179 | ||
| 67 | 2009.12.08 18:16 | t/p | 17 | 1.00 | 1.06179 | 1.05637 | 1.06179 | 94.17 | 10121.34 |
| 68 | 2009.12.08 19:00 | buy stop | 18 | 1.00 | 1.06228 | 1.05987 | 1.06328 | ||
| 69 | 2009.12.08 19:10 | buy | 18 | 1.00 | 1.06228 | 1.05987 | 1.06328 | ||
| 70 | 2009.12.08 19:15 | t/p | 18 | 1.00 | 1.06328 | 1.05987 | 1.06328 | 94.01 | 10215.35 |
| 71 | 2009.12.08 22:00 | buy stop | 19 | 1.00 | 1.06690 | 1.06352 | 1.06790 | ||
| 72 | 2009.12.09 00:00 | modify | 19 | 1.00 | 1.06373 | 1.06174 | 1.06790 | ||
| 73 | 2009.12.09 00:10 | buy | 19 | 1.00 | 1.06373 | 1.06174 | 1.06790 | ||
| 74 | 2009.12.09 01:00 | modify | 19 | 1.00 | 1.06373 | 1.06421 | 1.06581 | ||
| 75 | 2009.12.09 01:10 | s/l | 19 | 1.00 | 1.06421 | 1.06421 | 1.06581 | 45.12 | 10260.47 |
| 76 | 2009.12.10 01:00 | buy stop | 20 | 1.00 | 1.05503 | 1.05368 | 1.05603 | ||
| 77 | 2009.12.10 01:07 | buy | 20 | 1.00 | 1.05503 | 1.05368 | 1.05603 | ||
| 78 | 2009.12.10 01:35 | s/l | 20 | 1.00 | 1.05368 | 1.05368 | 1.05603 | -128.12 | 10132.35 |
| 79 | 2009.12.10 02:00 | buy stop | 21 | 1.00 | 1.05489 | 1.05201 | 1.05589 | ||
| 80 | 2009.12.10 02:45 | buy | 21 | 1.00 | 1.05489 | 1.05201 | 1.05589 | ||
| 81 | 2009.12.10 05:00 | modify | 21 | 1.00 | 1.05489 | 1.05497 | 1.05657 | ||
| 82 | 2009.12.10 05:15 | t/p | 21 | 1.00 | 1.05657 | 1.05497 | 1.05657 | 158.96 | 10291.31 |
| 83 | 2009.12.10 06:00 | buy stop | 22 | 1.00 | 1.05750 | 1.05525 | 1.05850 | ||
| 84 | 2009.12.10 08:00 | modify | 22 | 1.00 | 1.05729 | 1.05537 | 1.05850 | ||
| 85 | 2009.12.10 09:02 | buy | 22 | 1.00 | 1.05729 | 1.05537 | 1.05850 | ||
| 86 | 2009.12.10 09:20 | s/l | 22 | 1.00 | 1.05537 | 1.05537 | 1.05850 | -182.08 | 10109.23 |
| 87 | 2009.12.10 10:00 | buy stop | 23 | 1.00 | 1.05819 | 1.05406 | 1.05919 | ||
| 88 | 2009.12.10 11:00 | modify | 23 | 1.00 | 1.05709 | 1.05413 | 1.05919 | ||
| 89 | 2009.12.10 12:00 | modify | 23 | 1.00 | 1.05458 | 1.05091 | 1.05919 | ||
| 90 | 2009.12.10 13:00 | modify | 23 | 1.00 | 1.05177 | 1.04976 | 1.05919 | ||
| 91 | 2009.12.10 14:00 | modify | 23 | 1.00 | 1.05139 | 1.04968 | 1.05919 | ||
| 92 | 2009.12.10 15:00 | modify | 23 | 1.00 | 1.05050 | 1.04776 | 1.05919 | ||
| 93 | 2009.12.10 15:50 | buy | 23 | 1.00 | 1.05050 | 1.04776 | 1.05919 | ||
| 94 | 2009.12.10 17:00 | modify | 23 | 1.00 | 1.05050 | 1.05124 | 1.05284 | ||
| 95 | 2009.12.10 17:02 | s/l | 23 | 1.00 | 1.05124 | 1.05124 | 1.05284 | 70.42 | 10179.65 |
| 96 | 2009.12.10 18:00 | buy stop | 24 | 1.00 | 1.05260 | 1.05066 | 1.05360 | ||
| 97 | 2009.12.10 18:10 | buy | 24 | 1.00 | 1.05260 | 1.05066 | 1.05360 | ||
| 98 | 2009.12.10 18:15 | t/p | 24 | 1.00 | 1.05360 | 1.05066 | 1.05360 | 94.89 | 10274.54 |
| 99 | 2009.12.10 19:00 | buy stop | 25 | 1.00 | 1.05485 | 1.05142 | 1.05585 | ||
| 100 | 2009.12.10 20:00 | modify | 25 | 1.00 | 1.05468 | 1.05122 | 1.05585 | ||
| 101 | 2009.12.10 21:00 | modify | 25 | 1.00 | 1.05168 | 1.04977 | 1.05585 | ||
| 102 | 2009.12.10 22:50 | buy | 25 | 1.00 | 1.05168 | 1.04977 | 1.05585 | ||
| 103 | 2009.12.11 08:00 | modify | 25 | 1.00 | 1.05168 | 1.05182 | 1.05342 | ||
| 104 | 2009.12.11 08:20 | s/l | 25 | 1.00 | 1.05182 | 1.05182 | 1.05342 | 12.28 | 10286.82 |
| 105 | 2009.12.11 09:00 | buy stop | 26 | 1.00 | 1.05321 | 1.05110 | 1.05421 | ||
| 106 | 2009.12.11 10:00 | modify | 26 | 1.00 | 1.05174 | 1.05003 | 1.05421 | ||
| 107 | 2009.12.11 11:00 | modify | 26 | 1.00 | 1.05142 | 1.04941 | 1.05421 | ||
| 108 | 2009.12.11 12:00 | modify | 26 | 1.00 | 1.05103 | 1.04949 | 1.05421 | ||
| 109 | 2009.12.11 14:00 | modify | 26 | 1.00 | 1.05024 | 1.04846 | 1.05421 | ||
| 110 | 2009.12.11 14:50 | buy | 26 | 1.00 | 1.05024 | 1.04846 | 1.05421 | ||
| 111 | 2009.12.11 16:00 | modify | 26 | 1.00 | 1.05024 | 1.05204 | 1.05364 | ||
| 112 | 2009.12.11 16:10 | t/p | 26 | 1.00 | 1.05364 | 1.05204 | 1.05364 | 322.55 | 10609.37 |
| 113 | 2009.12.11 17:00 | buy stop | 27 | 1.00 | 1.05622 | 1.05232 | 1.05722 | ||
| 114 | 2009.12.11 17:10 | buy | 27 | 1.00 | 1.05622 | 1.05232 | 1.05722 | ||
| 115 | 2009.12.11 17:15 | t/p | 27 | 1.00 | 1.05722 | 1.05232 | 1.05722 | 94.44 | 10703.81 |
| 116 | 2009.12.11 18:00 | buy stop | 28 | 1.00 | 1.06072 | 1.05388 | 1.06172 | ||
| 117 | 2009.12.11 19:00 | modify | 28 | 1.00 | 1.05925 | 1.05669 | 1.06172 | ||
| 118 | 2009.12.11 19:10 | buy | 28 | 1.00 | 1.05925 | 1.05669 | 1.06172 | ||
| 119 | 2009.12.11 20:00 | modify | 28 | 1.00 | 1.05925 | 1.06005 | 1.06165 | ||
| 120 | 2009.12.11 20:32 | t/p | 28 | 1.00 | 1.06165 | 1.06005 | 1.06165 | 226.00 | 10929.81 |
| 121 | 2009.12.11 21:00 | buy stop | 29 | 1.00 | 1.06215 | 1.06014 | 1.06315 | ||
| 122 | 2009.12.11 22:00 | modify | 29 | 1.00 | 1.06093 | 1.05926 | 1.06315 | ||
| 123 | 2009.12.11 22:15 | buy | 29 | 1.00 | 1.06093 | 1.05926 | 1.06315 | ||
| 124 | 2009.12.14 00:15 | s/l | 29 | 1.00 | 1.05926 | 1.05926 | 1.06315 | -158.80 | 10771.01 |
| 125 | 2009.12.21 01:00 | buy stop | 30 | 1.00 | 1.06764 | 1.06673 | 1.06864 | ||
| 126 | 2009.12.21 01:50 | buy | 30 | 1.00 | 1.06764 | 1.06673 | 1.06864 | ||
| 127 | 2009.12.21 02:37 | s/l | 30 | 1.00 | 1.06673 | 1.06673 | 1.06864 | -85.31 | 10685.70 |
| 128 | 2009.12.21 04:00 | buy stop | 31 | 1.00 | 1.06753 | 1.06672 | 1.06853 | ||
| 129 | 2009.12.21 05:00 | modify | 31 | 1.00 | 1.06700 | 1.06579 | 1.06853 | ||
| 130 | 2009.12.21 06:59 | buy | 31 | 1.00 | 1.06700 | 1.06579 | 1.06853 | ||
| 131 | 2009.12.21 08:03 | s/l | 31 | 1.00 | 1.06579 | 1.06579 | 1.06853 | -113.56 | 10572.14 |
| 132 | 2009.12.21 11:00 | buy stop | 32 | 1.00 | 1.06973 | 1.06521 | 1.07073 | ||
| 133 | 2009.12.21 12:00 | modify | 32 | 1.00 | 1.06578 | 1.06117 | 1.07073 | ||
| 134 | 2009.12.21 13:00 | modify | 32 | 1.00 | 1.06346 | 1.06063 | 1.07073 | ||
| 135 | 2009.12.21 14:00 | modify | 32 | 1.00 | 1.06117 | 1.05458 | 1.07073 | ||
| 136 | 2009.12.21 15:00 | modify | 32 | 1.00 | 1.05644 | 1.05436 | 1.07073 | ||
| 137 | 2009.12.21 15:02 | buy | 32 | 1.00 | 1.05644 | 1.05436 | 1.07073 | ||
| 138 | 2009.12.21 15:50 | s/l | 32 | 1.00 | 1.05436 | 1.05436 | 1.07073 | -197.44 | 10374.70 |
| 139 | 2009.12.21 16:00 | buy stop | 33 | 1.00 | 1.05659 | 1.05348 | 1.05759 | ||
| 140 | 2009.12.21 16:15 | buy | 33 | 1.00 | 1.05659 | 1.05348 | 1.05759 | ||
| 141 | 2009.12.21 16:20 | t/p | 33 | 1.00 | 1.05759 | 1.05348 | 1.05759 | 94.54 | 10469.24 |
| 142 | 2009.12.21 17:00 | buy stop | 34 | 1.00 | 1.05863 | 1.05508 | 1.05963 | ||
| 143 | 2009.12.21 17:10 | buy | 34 | 1.00 | 1.05863 | 1.05508 | 1.05963 | ||
| 144 | 2009.12.21 17:15 | t/p | 34 | 1.00 | 1.05963 | 1.05508 | 1.05963 | 94.35 | 10563.59 |
| 145 | 2009.12.21 18:00 | buy stop | 35 | 1.00 | 1.06121 | 1.05767 | 1.06221 | ||
| 146 | 2009.12.21 18:50 | buy | 35 | 1.00 | 1.06121 | 1.05767 | 1.06221 | ||
| 147 | 2009.12.21 19:15 | t/p | 35 | 1.00 | 1.06221 | 1.05767 | 1.06221 | 94.10 | 10657.69 |
| 148 | 2009.12.21 20:00 | buy stop | 36 | 1.00 | 1.06328 | 1.06103 | 1.06428 | ||
| 149 | 2009.12.21 21:00 | modify | 36 | 1.00 | 1.06279 | 1.06107 | 1.06428 | ||
| 150 | 2009.12.21 21:20 | buy | 36 | 1.00 | 1.06279 | 1.06107 | 1.06428 | ||
| 151 | 2009.12.21 21:50 | s/l | 36 | 1.00 | 1.06107 | 1.06107 | 1.06428 | -162.16 | 10495.53 |
| 152 | 2009.12.21 22:00 | buy stop | 37 | 1.00 | 1.06318 | 1.06072 | 1.06418 | ||
| 153 | 2009.12.21 23:00 | modify | 37 | 1.00 | 1.06271 | 1.06122 | 1.06418 | ||
| 154 | 2009.12.21 23:15 | buy | 37 | 1.00 | 1.06271 | 1.06122 | 1.06418 | ||
| 155 | 2009.12.22 05:33 | s/l | 37 | 1.00 | 1.06122 | 1.06122 | 1.06418 | -141.44 | 10354.08 |
| 156 | 2009.12.22 07:00 | buy stop | 38 | 1.00 | 1.06221 | 1.06107 | 1.06321 | ||
| 157 | 2009.12.22 08:00 | modify | 38 | 1.00 | 1.06197 | 1.06045 | 1.06321 | ||
| 158 | 2009.12.22 09:00 | modify | 38 | 1.00 | 1.06108 | 1.05866 | 1.06321 | ||
| 159 | 2009.12.22 10:00 | modify | 38 | 1.00 | 1.06018 | 1.05750 | 1.06321 | ||
| 160 | 2009.12.22 11:00 | modify | 38 | 1.00 | 1.05885 | 1.05721 | 1.06321 | ||
| 161 | 2009.12.22 12:00 | modify | 38 | 1.00 | 1.05798 | 1.05633 | 1.06321 | ||
| 162 | 2009.12.22 12:45 | buy | 38 | 1.00 | 1.05798 | 1.05633 | 1.06321 | ||
| 163 | 2009.12.22 14:07 | s/l | 38 | 1.00 | 1.05633 | 1.05633 | 1.06321 | -156.23 | 10197.85 |
| 164 | 2009.12.22 15:00 | buy stop | 39 | 1.00 | 1.05957 | 1.05614 | 1.06057 | ||
| 165 | 2009.12.22 15:50 | buy | 39 | 1.00 | 1.05957 | 1.05614 | 1.06057 | ||
| 166 | 2009.12.22 16:45 | t/p | 39 | 1.00 | 1.06057 | 1.05614 | 1.06057 | 94.24 | 10292.09 |
| 167 | 2009.12.22 17:00 | buy stop | 40 | 1.00 | 1.06180 | 1.05784 | 1.06280 | ||
| 168 | 2009.12.22 18:00 | modify | 40 | 1.00 | 1.06102 | 1.05515 | 1.06280 | ||
| 169 | 2009.12.22 19:00 | modify | 40 | 1.00 | 1.05680 | 1.05462 | 1.06280 | ||
| 170 | 2009.12.22 19:20 | buy | 40 | 1.00 | 1.05680 | 1.05462 | 1.06280 | ||
| 171 | 2009.12.22 19:50 | s/l | 40 | 1.00 | 1.05462 | 1.05462 | 1.06280 | -206.82 | 10085.27 |
| 172 | 2009.12.22 20:00 | buy stop | 41 | 1.00 | 1.05699 | 1.05402 | 1.05799 | ||
| 173 | 2009.12.22 21:40 | buy | 41 | 1.00 | 1.05699 | 1.05402 | 1.05799 | ||
| 174 | 2009.12.22 21:45 | t/p | 41 | 1.00 | 1.05799 | 1.05402 | 1.05799 | 94.51 | 10179.78 |
| 175 | 2009.12.22 22:00 | buy stop | 42 | 1.00 | 1.05863 | 1.05537 | 1.05963 | ||
| 176 | 2009.12.22 23:00 | modify | 42 | 1.00 | 1.05832 | 1.05691 | 1.05963 | ||
| 177 | 2009.12.23 00:00 | modify | 42 | 1.00 | 1.05751 | 1.05627 | 1.05963 | ||
| 178 | 2009.12.23 02:00 | modify | 42 | 1.00 | 1.05701 | 1.05535 | 1.05963 | ||
| 179 | 2009.12.23 04:02 | buy | 42 | 1.00 | 1.05701 | 1.05535 | 1.05963 | ||
| 180 | 2009.12.23 08:20 | s/l | 42 | 1.00 | 1.05535 | 1.05535 | 1.05963 | -157.30 | 10022.48 |
| 181 | 2009.12.23 10:00 | buy stop | 43 | 1.00 | 1.05622 | 1.05370 | 1.05722 | ||
| 182 | 2009.12.23 10:50 | buy | 43 | 1.00 | 1.05622 | 1.05370 | 1.05722 | ||
| 183 | 2009.12.23 12:20 | s/l | 43 | 1.00 | 1.05370 | 1.05370 | 1.05722 | -239.28 | 9783.20 |
| 184 | 2009.12.23 13:00 | buy stop | 44 | 1.00 | 1.05548 | 1.05246 | 1.05648 | ||
| 185 | 2009.12.23 14:00 | modify | 44 | 1.00 | 1.05258 | 1.04902 | 1.05648 | ||
| 186 | 2009.12.23 15:50 | buy | 44 | 1.00 | 1.05258 | 1.04902 | 1.05648 | ||
| 187 | 2009.12.23 17:02 | s/l | 44 | 1.00 | 1.04902 | 1.04902 | 1.05648 | -339.49 | 9443.71 |
| 188 | 2009.12.23 18:00 | buy stop | 45 | 1.00 | 1.05069 | 1.04702 | 1.05169 | ||
| 189 | 2009.12.23 19:00 | modify | 45 | 1.00 | 1.04880 | 1.04690 | 1.05169 | ||
| 190 | 2009.12.23 22:20 | buy | 45 | 1.00 | 1.04880 | 1.04690 | 1.05169 | ||
| 191 | 2009.12.24 10:50 | s/l | 45 | 1.00 | 1.04690 | 1.04690 | 1.05169 | -184.61 | 9259.10 |
| 192 | 2009.12.24 11:00 | buy stop | 46 | 1.00 | 1.04840 | 1.04678 | 1.04940 | ||
| 193 | 2009.12.24 12:00 | modify | 46 | 1.00 | 1.04765 | 1.04548 | 1.04940 | ||
| 194 | 2009.12.24 13:00 | modify | 46 | 1.00 | 1.04708 | 1.04480 | 1.04940 | ||
| 195 | 2009.12.24 14:00 | modify | 46 | 1.00 | 1.04666 | 1.04523 | 1.04940 | ||
| 196 | 2009.12.24 14:40 | buy | 46 | 1.00 | 1.04666 | 1.04523 | 1.04940 | ||
| 197 | 2009.12.24 15:00 | modify | 46 | 1.00 | 1.04666 | 1.04794 | 1.04954 | ||
| 198 | 2009.12.24 15:15 | s/l | 46 | 1.00 | 1.04794 | 1.04794 | 1.04954 | 122.15 | 9381.25 |
| 199 | 2009.12.24 16:00 | buy stop | 47 | 1.00 | 1.04929 | 1.04727 | 1.05029 | ||
| 200 | 2009.12.24 17:20 | buy | 47 | 1.00 | 1.04929 | 1.04727 | 1.05029 | ||
| 201 | 2009.12.24 18:20 | t/p | 47 | 1.00 | 1.05029 | 1.04727 | 1.05029 | 95.19 | 9476.44 |
| 202 | 2009.12.31 00:00 | sell stop | 48 | 1.00 | 1.05443 | 1.05588 | 1.05343 | ||
| 203 | 2009.12.31 00:15 | sell | 48 | 1.00 | 1.05443 | 1.05588 | 1.05343 | ||
| 204 | 2009.12.31 02:00 | modify | 48 | 1.00 | 1.05443 | 1.05418 | 1.05258 | ||
| 205 | 2009.12.31 02:40 | t/p | 48 | 1.00 | 1.05258 | 1.05418 | 1.05258 | 175.79 | 9652.23 |
| 206 | 2009.12.31 03:00 | sell stop | 49 | 1.00 | 1.05063 | 1.05374 | 1.04963 | ||
| 207 | 2009.12.31 07:00 | modify | 49 | 1.00 | 1.05117 | 1.05370 | 1.04963 | ||
| 208 | 2009.12.31 07:45 | sell | 49 | 1.00 | 1.05117 | 1.05370 | 1.04963 | ||
| 209 | 2009.12.31 08:00 | modify | 49 | 1.00 | 1.05117 | 1.05024 | 1.04864 | ||
| 210 | 2009.12.31 08:10 | s/l | 49 | 1.00 | 1.05024 | 1.05024 | 1.04864 | 88.54 | 9740.77 |
| 211 | 2009.12.31 09:00 | sell stop | 50 | 1.00 | 1.04954 | 1.05107 | 1.04854 | ||
| 212 | 2009.12.31 09:15 | sell | 50 | 1.00 | 1.04954 | 1.05107 | 1.04854 | ||
| 213 | 2009.12.31 09:45 | t/p | 50 | 1.00 | 1.04854 | 1.05107 | 1.04854 | 95.38 | 9836.15 |
| 214 | 2009.12.31 11:00 | sell stop | 51 | 1.00 | 1.04772 | 1.05154 | 1.04672 | ||
| 215 | 2009.12.31 12:15 | sell | 51 | 1.00 | 1.04772 | 1.05154 | 1.04672 | ||
| 216 | 2009.12.31 13:32 | s/l | 51 | 1.00 | 1.05154 | 1.05154 | 1.04672 | -363.15 | 9473.00 |
| 217 | 2009.12.31 14:00 | sell stop | 52 | 1.00 | 1.04826 | 1.05191 | 1.04726 | ||
| 218 | 2009.12.31 15:45 | sell | 52 | 1.00 | 1.04826 | 1.05191 | 1.04726 | ||
| 219 | 2009.12.31 16:16 | s/l | 52 | 1.00 | 1.05191 | 1.05191 | 1.04726 | -346.99 | 9126.01 |
| 220 | 2009.12.31 18:00 | sell stop | 53 | 1.00 | 1.04570 | 1.04850 | 1.04470 | ||
| 221 | 2009.12.31 18:50 | sell | 53 | 1.00 | 1.04570 | 1.04850 | 1.04470 | ||
| 222 | 2009.12.31 18:57 | close at stop | 53 | 1.00 | 1.04661 | 1.04850 | 1.04470 | -86.95 | 9039.06 |