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 | LSMAPeriod=11; Lots=0.01; ConsecOrders=10; slope=2; ProfitMade=10; LossLimit=40; KillLogging=false; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -40.32 | Gross profit | 17.93 | Gross loss | -58.25 |
Profit factor | 0.31 | Expected payoff | -0.24 | ||
Absolute drawdown | 40.32 | Maximal drawdown | 40.32 (0.40%) | Relative drawdown | 0.40% (40.32) |
Total trades | 165 | Short positions (won %) | 86 (34.88%) | Long positions (won %) | 79 (36.71%) |
Profit trades (% of total) | 59 (35.76%) | Loss trades (% of total) | 106 (64.24%) | ||
Largest | profit trade | 0.57 | loss trade | -0.86 | |
Average | profit trade | 0.30 | loss trade | -0.55 | |
Maximum | consecutive wins (profit in money) | 4 (1.57) | consecutive losses (loss in money) | 9 (-4.44) | |
Maximal | consecutive profit (count of wins) | 1.57 (4) | consecutive loss (count of losses) | -4.64 (8) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | sell | 1 | 0.01 | 1.05391 | 1.05481 | 1.05331 | ||
2 | 2009.12.01 01:15 | close | 1 | 0.01 | 1.05448 | 1.05481 | 1.05331 | -0.54 | 9999.46 |
3 | 2009.12.01 02:00 | buy | 2 | 0.01 | 1.05601 | 1.05511 | 1.05661 | ||
4 | 2009.12.01 02:02 | close | 2 | 0.01 | 1.05561 | 1.05511 | 1.05661 | -0.38 | 9999.08 |
5 | 2009.12.01 03:00 | buy | 3 | 0.01 | 1.05628 | 1.05538 | 1.05688 | ||
6 | 2009.12.01 03:15 | close | 3 | 0.01 | 1.05640 | 1.05538 | 1.05688 | 0.11 | 9999.19 |
7 | 2009.12.01 04:00 | sell | 4 | 0.01 | 1.05467 | 1.05557 | 1.05407 | ||
8 | 2009.12.01 04:02 | close | 4 | 0.01 | 1.05514 | 1.05557 | 1.05407 | -0.45 | 9998.74 |
9 | 2009.12.01 05:00 | buy | 5 | 0.01 | 1.05556 | 1.05466 | 1.05616 | ||
10 | 2009.12.01 05:02 | close | 5 | 0.01 | 1.05595 | 1.05466 | 1.05616 | 0.37 | 9999.11 |
11 | 2009.12.01 06:00 | buy | 6 | 0.01 | 1.05566 | 1.05476 | 1.05626 | ||
12 | 2009.12.01 06:05 | close | 6 | 0.01 | 1.05579 | 1.05476 | 1.05626 | 0.12 | 9999.23 |
13 | 2009.12.01 07:00 | buy | 7 | 0.01 | 1.05569 | 1.05479 | 1.05629 | ||
14 | 2009.12.01 07:10 | close | 7 | 0.01 | 1.05580 | 1.05479 | 1.05629 | 0.10 | 9999.33 |
15 | 2009.12.01 08:00 | buy | 8 | 0.01 | 1.05522 | 1.05432 | 1.05582 | ||
16 | 2009.12.01 08:03 | s/l | 8 | 0.01 | 1.05432 | 1.05432 | 1.05582 | -0.85 | 9998.48 |
17 | 2009.12.01 09:00 | sell | 9 | 0.01 | 1.05224 | 1.05314 | 1.05164 | ||
18 | 2009.12.01 09:03 | t/p | 9 | 0.01 | 1.05164 | 1.05314 | 1.05164 | 0.57 | 9999.05 |
19 | 2009.12.01 10:00 | sell | 10 | 0.01 | 1.04689 | 1.04779 | 1.04629 | ||
20 | 2009.12.01 10:03 | close | 10 | 0.01 | 1.04631 | 1.04779 | 1.04629 | 0.55 | 9999.60 |
21 | 2009.12.01 11:00 | sell | 11 | 0.01 | 1.04587 | 1.04677 | 1.04527 | ||
22 | 2009.12.01 11:02 | close | 11 | 0.01 | 1.04646 | 1.04677 | 1.04527 | -0.56 | 9999.04 |
23 | 2009.12.01 19:00 | buy | 12 | 0.01 | 1.04424 | 1.04334 | 1.04484 | ||
24 | 2009.12.01 19:05 | close | 12 | 0.01 | 1.04383 | 1.04334 | 1.04484 | -0.39 | 9998.65 |
25 | 2009.12.01 20:00 | buy | 13 | 0.01 | 1.04264 | 1.04174 | 1.04324 | ||
26 | 2009.12.01 20:07 | close | 13 | 0.01 | 1.04223 | 1.04174 | 1.04324 | -0.39 | 9998.26 |
27 | 2009.12.01 21:00 | buy | 14 | 0.01 | 1.04388 | 1.04298 | 1.04448 | ||
28 | 2009.12.01 21:07 | close | 14 | 0.01 | 1.04344 | 1.04298 | 1.04448 | -0.42 | 9997.84 |
29 | 2009.12.01 22:00 | buy | 15 | 0.01 | 1.04685 | 1.04595 | 1.04745 | ||
30 | 2009.12.01 22:15 | close | 15 | 0.01 | 1.04635 | 1.04595 | 1.04745 | -0.48 | 9997.36 |
31 | 2009.12.01 23:00 | buy | 16 | 0.01 | 1.04618 | 1.04528 | 1.04678 | ||
32 | 2009.12.01 23:07 | close | 16 | 0.01 | 1.04570 | 1.04528 | 1.04678 | -0.46 | 9996.90 |
33 | 2009.12.02 00:00 | buy | 17 | 0.01 | 1.04720 | 1.04630 | 1.04780 | ||
34 | 2009.12.02 00:10 | close | 17 | 0.01 | 1.04665 | 1.04630 | 1.04780 | -0.53 | 9996.37 |
35 | 2009.12.02 01:00 | buy | 18 | 0.01 | 1.04646 | 1.04556 | 1.04706 | ||
36 | 2009.12.02 01:20 | close | 18 | 0.01 | 1.04664 | 1.04556 | 1.04706 | 0.17 | 9996.54 |
37 | 2009.12.02 02:00 | buy | 19 | 0.01 | 1.04591 | 1.04501 | 1.04651 | ||
38 | 2009.12.02 02:07 | close | 19 | 0.01 | 1.04546 | 1.04501 | 1.04651 | -0.43 | 9996.11 |
39 | 2009.12.02 03:00 | buy | 20 | 0.01 | 1.04646 | 1.04556 | 1.04706 | ||
40 | 2009.12.02 03:05 | close | 20 | 0.01 | 1.04585 | 1.04556 | 1.04706 | -0.58 | 9995.53 |
41 | 2009.12.02 04:00 | sell | 21 | 0.01 | 1.04496 | 1.04586 | 1.04436 | ||
42 | 2009.12.02 04:15 | close | 21 | 0.01 | 1.04478 | 1.04586 | 1.04436 | 0.17 | 9995.70 |
43 | 2009.12.02 05:00 | sell | 22 | 0.01 | 1.04454 | 1.04544 | 1.04394 | ||
44 | 2009.12.02 05:10 | close | 22 | 0.01 | 1.04501 | 1.04544 | 1.04394 | -0.45 | 9995.25 |
45 | 2009.12.02 13:00 | buy | 23 | 0.01 | 1.04606 | 1.04516 | 1.04666 | ||
46 | 2009.12.02 13:15 | close | 23 | 0.01 | 1.04638 | 1.04516 | 1.04666 | 0.31 | 9995.56 |
47 | 2009.12.02 14:00 | buy | 24 | 0.01 | 1.04508 | 1.04418 | 1.04568 | ||
48 | 2009.12.02 14:02 | s/l | 24 | 0.01 | 1.04418 | 1.04418 | 1.04568 | -0.86 | 9994.70 |
49 | 2009.12.02 15:00 | buy | 25 | 0.01 | 1.04795 | 1.04705 | 1.04855 | ||
50 | 2009.12.02 15:13 | close | 25 | 0.01 | 1.04724 | 1.04705 | 1.04855 | -0.68 | 9994.02 |
51 | 2009.12.02 16:00 | buy | 26 | 0.01 | 1.04658 | 1.04568 | 1.04718 | ||
52 | 2009.12.02 16:05 | close | 26 | 0.01 | 1.04601 | 1.04568 | 1.04718 | -0.54 | 9993.48 |
53 | 2009.12.02 17:00 | sell | 27 | 0.01 | 1.04518 | 1.04608 | 1.04458 | ||
54 | 2009.12.02 17:02 | close | 27 | 0.01 | 1.04560 | 1.04608 | 1.04458 | -0.40 | 9993.08 |
55 | 2009.12.02 18:00 | buy | 28 | 0.01 | 1.04672 | 1.04582 | 1.04732 | ||
56 | 2009.12.02 18:07 | close | 28 | 0.01 | 1.04603 | 1.04582 | 1.04732 | -0.66 | 9992.42 |
57 | 2009.12.02 19:00 | buy | 29 | 0.01 | 1.04953 | 1.04863 | 1.05013 | ||
58 | 2009.12.02 19:02 | close | 29 | 0.01 | 1.04885 | 1.04863 | 1.05013 | -0.65 | 9991.77 |
59 | 2009.12.02 20:00 | buy | 30 | 0.01 | 1.04916 | 1.04826 | 1.04976 | ||
60 | 2009.12.02 20:07 | close | 30 | 0.01 | 1.04874 | 1.04826 | 1.04976 | -0.40 | 9991.37 |
61 | 2009.12.02 21:00 | buy | 31 | 0.01 | 1.05134 | 1.05044 | 1.05194 | ||
62 | 2009.12.02 21:10 | close | 31 | 0.01 | 1.05087 | 1.05044 | 1.05194 | -0.45 | 9990.92 |
63 | 2009.12.02 22:00 | buy | 32 | 0.01 | 1.05035 | 1.04945 | 1.05095 | ||
64 | 2009.12.02 22:10 | close | 32 | 0.01 | 1.05069 | 1.04945 | 1.05095 | 0.32 | 9991.24 |
65 | 2009.12.02 23:00 | buy | 33 | 0.01 | 1.05105 | 1.05015 | 1.05165 | ||
66 | 2009.12.02 23:20 | close | 33 | 0.01 | 1.05058 | 1.05015 | 1.05165 | -0.45 | 9990.79 |
67 | 2009.12.04 06:00 | sell | 34 | 0.01 | 1.05628 | 1.05718 | 1.05568 | ||
68 | 2009.12.04 06:02 | t/p | 34 | 0.01 | 1.05568 | 1.05718 | 1.05568 | 0.57 | 9991.36 |
69 | 2009.12.04 07:00 | sell | 35 | 0.01 | 1.05718 | 1.05808 | 1.05658 | ||
70 | 2009.12.04 07:15 | close | 35 | 0.01 | 1.05688 | 1.05808 | 1.05658 | 0.28 | 9991.64 |
71 | 2009.12.04 08:00 | sell | 36 | 0.01 | 1.05529 | 1.05619 | 1.05469 | ||
72 | 2009.12.04 08:03 | close | 36 | 0.01 | 1.05479 | 1.05619 | 1.05469 | 0.47 | 9992.11 |
73 | 2009.12.04 09:00 | sell | 37 | 0.01 | 1.05421 | 1.05511 | 1.05361 | ||
74 | 2009.12.04 09:05 | close | 37 | 0.01 | 1.05485 | 1.05511 | 1.05361 | -0.61 | 9991.50 |
75 | 2009.12.04 10:00 | sell | 38 | 0.01 | 1.05473 | 1.05563 | 1.05413 | ||
76 | 2009.12.04 10:02 | close | 38 | 0.01 | 1.05455 | 1.05563 | 1.05413 | 0.17 | 9991.67 |
77 | 2009.12.04 11:00 | sell | 39 | 0.01 | 1.05468 | 1.05558 | 1.05408 | ||
78 | 2009.12.04 11:10 | close | 39 | 0.01 | 1.05517 | 1.05558 | 1.05408 | -0.46 | 9991.21 |
79 | 2009.12.04 12:00 | sell | 40 | 0.01 | 1.05483 | 1.05573 | 1.05423 | ||
80 | 2009.12.04 12:07 | close | 40 | 0.01 | 1.05527 | 1.05573 | 1.05423 | -0.42 | 9990.79 |
81 | 2009.12.04 13:00 | sell | 41 | 0.01 | 1.05225 | 1.05315 | 1.05165 | ||
82 | 2009.12.04 13:03 | t/p | 41 | 0.01 | 1.05165 | 1.05315 | 1.05165 | 0.57 | 9991.36 |
83 | 2009.12.04 14:00 | sell | 42 | 0.01 | 1.04658 | 1.04748 | 1.04598 | ||
84 | 2009.12.04 14:10 | close | 42 | 0.01 | 1.04729 | 1.04748 | 1.04598 | -0.68 | 9990.68 |
85 | 2009.12.04 15:00 | sell | 43 | 0.01 | 1.04867 | 1.04957 | 1.04807 | ||
86 | 2009.12.04 15:02 | s/l | 43 | 0.01 | 1.04957 | 1.04957 | 1.04807 | -0.86 | 9989.82 |
87 | 2009.12.04 16:00 | sell | 44 | 0.01 | 1.04673 | 1.04763 | 1.04613 | ||
88 | 2009.12.04 16:02 | close | 44 | 0.01 | 1.04723 | 1.04763 | 1.04613 | -0.48 | 9989.34 |
89 | 2009.12.08 05:00 | sell | 45 | 0.01 | 1.05042 | 1.05132 | 1.04982 | ||
90 | 2009.12.08 05:02 | close | 45 | 0.01 | 1.05026 | 1.05132 | 1.04982 | 0.15 | 9989.49 |
91 | 2009.12.08 06:00 | sell | 46 | 0.01 | 1.05040 | 1.05130 | 1.04980 | ||
92 | 2009.12.08 06:13 | close | 46 | 0.01 | 1.05090 | 1.05130 | 1.04980 | -0.48 | 9989.01 |
93 | 2009.12.08 07:00 | sell | 47 | 0.01 | 1.05045 | 1.05135 | 1.04985 | ||
94 | 2009.12.08 07:02 | close | 47 | 0.01 | 1.05021 | 1.05135 | 1.04985 | 0.23 | 9989.24 |
95 | 2009.12.08 08:00 | buy | 48 | 0.01 | 1.05123 | 1.05033 | 1.05183 | ||
96 | 2009.12.08 08:07 | close | 48 | 0.01 | 1.05071 | 1.05033 | 1.05183 | -0.49 | 9988.75 |
97 | 2009.12.08 09:00 | buy | 49 | 0.01 | 1.05533 | 1.05443 | 1.05593 | ||
98 | 2009.12.08 09:03 | close | 49 | 0.01 | 1.05571 | 1.05443 | 1.05593 | 0.36 | 9989.11 |
99 | 2009.12.08 10:00 | buy | 50 | 0.01 | 1.05252 | 1.05162 | 1.05312 | ||
100 | 2009.12.08 10:02 | close | 50 | 0.01 | 1.05263 | 1.05162 | 1.05312 | 0.10 | 9989.21 |
101 | 2009.12.08 11:00 | sell | 51 | 0.01 | 1.05018 | 1.05108 | 1.04958 | ||
102 | 2009.12.08 11:02 | s/l | 51 | 0.01 | 1.05108 | 1.05108 | 1.04958 | -0.85 | 9988.36 |
103 | 2009.12.08 12:00 | buy | 52 | 0.01 | 1.05169 | 1.05079 | 1.05229 | ||
104 | 2009.12.08 12:10 | t/p | 52 | 0.01 | 1.05229 | 1.05079 | 1.05229 | 0.57 | 9988.93 |
105 | 2009.12.08 13:00 | buy | 53 | 0.01 | 1.05466 | 1.05376 | 1.05526 | ||
106 | 2009.12.08 13:02 | close | 53 | 0.01 | 1.05486 | 1.05376 | 1.05526 | 0.19 | 9989.12 |
107 | 2009.12.08 14:00 | buy | 54 | 0.01 | 1.05415 | 1.05325 | 1.05475 | ||
108 | 2009.12.08 14:05 | close | 54 | 0.01 | 1.05450 | 1.05325 | 1.05475 | 0.33 | 9989.45 |
109 | 2009.12.08 15:00 | buy | 55 | 0.01 | 1.05730 | 1.05640 | 1.05790 | ||
110 | 2009.12.08 15:02 | close | 55 | 0.01 | 1.05667 | 1.05640 | 1.05790 | -0.60 | 9988.85 |
111 | 2009.12.10 03:00 | buy | 56 | 0.01 | 1.05508 | 1.05418 | 1.05568 | ||
112 | 2009.12.10 03:15 | close | 56 | 0.01 | 1.05464 | 1.05418 | 1.05568 | -0.42 | 9988.43 |
113 | 2009.12.10 04:00 | sell | 57 | 0.01 | 1.05437 | 1.05527 | 1.05377 | ||
114 | 2009.12.10 04:02 | s/l | 57 | 0.01 | 1.05527 | 1.05527 | 1.05377 | -0.85 | 9987.58 |
115 | 2009.12.10 05:00 | buy | 58 | 0.01 | 1.05562 | 1.05472 | 1.05622 | ||
116 | 2009.12.10 05:10 | t/p | 58 | 0.01 | 1.05622 | 1.05472 | 1.05622 | 0.57 | 9988.15 |
117 | 2009.12.10 06:00 | buy | 59 | 0.01 | 1.05651 | 1.05561 | 1.05711 | ||
118 | 2009.12.10 06:02 | close | 59 | 0.01 | 1.05570 | 1.05561 | 1.05711 | -0.77 | 9987.38 |
119 | 2009.12.10 07:00 | buy | 60 | 0.01 | 1.05747 | 1.05657 | 1.05807 | ||
120 | 2009.12.10 07:05 | close | 60 | 0.01 | 1.05704 | 1.05657 | 1.05807 | -0.41 | 9986.97 |
121 | 2009.12.10 08:00 | sell | 61 | 0.01 | 1.05532 | 1.05622 | 1.05472 | ||
122 | 2009.12.10 08:10 | close | 61 | 0.01 | 1.05485 | 1.05622 | 1.05472 | 0.45 | 9987.42 |
123 | 2009.12.10 09:00 | buy | 62 | 0.01 | 1.05693 | 1.05603 | 1.05753 | ||
124 | 2009.12.10 09:02 | t/p | 62 | 0.01 | 1.05753 | 1.05603 | 1.05753 | 0.56 | 9987.98 |
125 | 2009.12.10 10:00 | sell | 63 | 0.01 | 1.05506 | 1.05596 | 1.05446 | ||
126 | 2009.12.10 10:05 | close | 63 | 0.01 | 1.05563 | 1.05596 | 1.05446 | -0.54 | 9987.44 |
127 | 2009.12.10 11:00 | sell | 64 | 0.01 | 1.05451 | 1.05541 | 1.05391 | ||
128 | 2009.12.10 11:05 | close | 64 | 0.01 | 1.05430 | 1.05541 | 1.05391 | 0.20 | 9987.64 |
129 | 2009.12.10 12:00 | sell | 65 | 0.01 | 1.05119 | 1.05209 | 1.05059 | ||
130 | 2009.12.10 12:02 | close | 65 | 0.01 | 1.05186 | 1.05209 | 1.05059 | -0.64 | 9987.00 |
131 | 2009.12.10 13:00 | sell | 66 | 0.01 | 1.05038 | 1.05128 | 1.04978 | ||
132 | 2009.12.10 13:03 | s/l | 66 | 0.01 | 1.05128 | 1.05128 | 1.04978 | -0.86 | 9986.14 |
133 | 2009.12.11 06:00 | buy | 67 | 0.01 | 1.05186 | 1.05096 | 1.05246 | ||
134 | 2009.12.11 06:20 | close | 67 | 0.01 | 1.05136 | 1.05096 | 1.05246 | -0.48 | 9985.66 |
135 | 2009.12.11 07:00 | buy | 68 | 0.01 | 1.05145 | 1.05055 | 1.05205 | ||
136 | 2009.12.11 07:15 | close | 68 | 0.01 | 1.05099 | 1.05055 | 1.05205 | -0.44 | 9985.22 |
137 | 2009.12.11 08:00 | buy | 69 | 0.01 | 1.05247 | 1.05157 | 1.05307 | ||
138 | 2009.12.11 08:02 | close | 69 | 0.01 | 1.05302 | 1.05157 | 1.05307 | 0.52 | 9985.74 |
139 | 2009.12.11 10:00 | sell | 70 | 0.01 | 1.05111 | 1.05201 | 1.05051 | ||
140 | 2009.12.11 10:07 | close | 70 | 0.01 | 1.05162 | 1.05201 | 1.05051 | -0.48 | 9985.26 |
141 | 2009.12.11 11:00 | sell | 71 | 0.01 | 1.05011 | 1.05101 | 1.04951 | ||
142 | 2009.12.11 11:10 | close | 71 | 0.01 | 1.05062 | 1.05101 | 1.04951 | -0.49 | 9984.77 |
143 | 2009.12.11 12:00 | sell | 72 | 0.01 | 1.04989 | 1.05079 | 1.04929 | ||
144 | 2009.12.11 12:02 | close | 72 | 0.01 | 1.05074 | 1.05079 | 1.04929 | -0.81 | 9983.96 |
145 | 2009.12.11 13:00 | sell | 73 | 0.01 | 1.05023 | 1.05113 | 1.04963 | ||
146 | 2009.12.11 13:03 | close | 73 | 0.01 | 1.04980 | 1.05113 | 1.04963 | 0.41 | 9984.37 |
147 | 2009.12.11 14:00 | sell | 74 | 0.01 | 1.04922 | 1.05012 | 1.04862 | ||
148 | 2009.12.11 14:07 | close | 74 | 0.01 | 1.04970 | 1.05012 | 1.04862 | -0.46 | 9983.91 |
149 | 2009.12.11 15:00 | sell | 75 | 0.01 | 1.05048 | 1.05138 | 1.04988 | ||
150 | 2009.12.11 15:07 | close | 75 | 0.01 | 1.05008 | 1.05138 | 1.04988 | 0.38 | 9984.29 |
151 | 2009.12.11 16:00 | buy | 76 | 0.01 | 1.05269 | 1.05179 | 1.05329 | ||
152 | 2009.12.11 16:05 | close | 76 | 0.01 | 1.05304 | 1.05179 | 1.05329 | 0.33 | 9984.62 |
153 | 2009.12.11 17:00 | buy | 77 | 0.01 | 1.05503 | 1.05413 | 1.05563 | ||
154 | 2009.12.11 17:02 | close | 77 | 0.01 | 1.05451 | 1.05413 | 1.05563 | -0.49 | 9984.13 |
155 | 2009.12.11 18:00 | buy | 78 | 0.01 | 1.05853 | 1.05763 | 1.05913 | ||
156 | 2009.12.11 18:02 | s/l | 78 | 0.01 | 1.05763 | 1.05763 | 1.05913 | -0.85 | 9983.28 |
157 | 2009.12.11 19:00 | buy | 79 | 0.01 | 1.05887 | 1.05797 | 1.05947 | ||
158 | 2009.12.11 19:10 | close | 79 | 0.01 | 1.05939 | 1.05797 | 1.05947 | 0.49 | 9983.77 |
159 | 2009.12.11 20:00 | buy | 80 | 0.01 | 1.06070 | 1.05980 | 1.06130 | ||
160 | 2009.12.11 20:03 | close | 80 | 0.01 | 1.06025 | 1.05980 | 1.06130 | -0.42 | 9983.35 |
161 | 2009.12.14 17:00 | sell | 81 | 0.01 | 1.06083 | 1.06173 | 1.06023 | ||
162 | 2009.12.14 17:07 | close | 81 | 0.01 | 1.06124 | 1.06173 | 1.06023 | -0.39 | 9982.96 |
163 | 2009.12.14 18:00 | sell | 82 | 0.01 | 1.05892 | 1.05982 | 1.05832 | ||
164 | 2009.12.14 18:03 | close | 82 | 0.01 | 1.05844 | 1.05982 | 1.05832 | 0.45 | 9983.41 |
165 | 2009.12.14 19:00 | sell | 83 | 0.01 | 1.05763 | 1.05853 | 1.05703 | ||
166 | 2009.12.14 19:03 | close | 83 | 0.01 | 1.05826 | 1.05853 | 1.05703 | -0.60 | 9982.81 |
167 | 2009.12.14 20:00 | sell | 84 | 0.01 | 1.05933 | 1.06023 | 1.05873 | ||
168 | 2009.12.14 20:02 | close | 84 | 0.01 | 1.05981 | 1.06023 | 1.05873 | -0.45 | 9982.36 |
169 | 2009.12.14 21:00 | sell | 85 | 0.01 | 1.05942 | 1.06032 | 1.05882 | ||
170 | 2009.12.14 21:07 | close | 85 | 0.01 | 1.05993 | 1.06032 | 1.05882 | -0.48 | 9981.88 |
171 | 2009.12.14 22:00 | sell | 86 | 0.01 | 1.05918 | 1.06008 | 1.05858 | ||
172 | 2009.12.14 22:02 | close | 86 | 0.01 | 1.05983 | 1.06008 | 1.05858 | -0.61 | 9981.27 |
173 | 2009.12.14 23:00 | sell | 87 | 0.01 | 1.05867 | 1.05957 | 1.05807 | ||
174 | 2009.12.14 23:02 | close | 87 | 0.01 | 1.05816 | 1.05957 | 1.05807 | 0.48 | 9981.75 |
175 | 2009.12.15 00:00 | buy | 88 | 0.01 | 1.05958 | 1.05868 | 1.06018 | ||
176 | 2009.12.15 00:15 | close | 88 | 0.01 | 1.05903 | 1.05868 | 1.06018 | -0.52 | 9981.23 |
177 | 2009.12.15 01:00 | buy | 89 | 0.01 | 1.05911 | 1.05821 | 1.05971 | ||
178 | 2009.12.15 01:07 | close | 89 | 0.01 | 1.05927 | 1.05821 | 1.05971 | 0.15 | 9981.38 |
179 | 2009.12.15 02:00 | buy | 90 | 0.01 | 1.05893 | 1.05803 | 1.05953 | ||
180 | 2009.12.15 02:20 | close | 90 | 0.01 | 1.05914 | 1.05803 | 1.05953 | 0.20 | 9981.58 |
181 | 2009.12.15 03:00 | buy | 91 | 0.01 | 1.05881 | 1.05791 | 1.05941 | ||
182 | 2009.12.15 03:15 | close | 91 | 0.01 | 1.05894 | 1.05791 | 1.05941 | 0.12 | 9981.70 |
183 | 2009.12.16 04:00 | sell | 92 | 0.01 | 1.06063 | 1.06153 | 1.06003 | ||
184 | 2009.12.16 04:02 | close | 92 | 0.01 | 1.06133 | 1.06153 | 1.06003 | -0.66 | 9981.04 |
185 | 2009.12.16 05:00 | buy | 93 | 0.01 | 1.06123 | 1.06033 | 1.06183 | ||
186 | 2009.12.16 05:02 | close | 93 | 0.01 | 1.06137 | 1.06033 | 1.06183 | 0.13 | 9981.17 |
187 | 2009.12.16 06:00 | buy | 94 | 0.01 | 1.06105 | 1.06015 | 1.06165 | ||
188 | 2009.12.16 06:07 | close | 94 | 0.01 | 1.06058 | 1.06015 | 1.06165 | -0.44 | 9980.73 |
189 | 2009.12.16 07:00 | buy | 95 | 0.01 | 1.06176 | 1.06086 | 1.06236 | ||
190 | 2009.12.16 07:13 | close | 95 | 0.01 | 1.06113 | 1.06086 | 1.06236 | -0.59 | 9980.14 |
191 | 2009.12.16 08:00 | buy | 96 | 0.01 | 1.06116 | 1.06026 | 1.06176 | ||
192 | 2009.12.16 08:02 | s/l | 96 | 0.01 | 1.06026 | 1.06026 | 1.06176 | -0.85 | 9979.29 |
193 | 2009.12.16 09:00 | buy | 97 | 0.01 | 1.06216 | 1.06126 | 1.06276 | ||
194 | 2009.12.16 09:03 | close | 97 | 0.01 | 1.06140 | 1.06126 | 1.06276 | -0.72 | 9978.57 |
195 | 2009.12.16 10:00 | sell | 98 | 0.01 | 1.05972 | 1.06062 | 1.05912 | ||
196 | 2009.12.16 10:02 | close | 98 | 0.01 | 1.06028 | 1.06062 | 1.05912 | -0.53 | 9978.04 |
197 | 2009.12.16 11:00 | sell | 99 | 0.01 | 1.05894 | 1.05984 | 1.05834 | ||
198 | 2009.12.16 11:02 | close | 99 | 0.01 | 1.05877 | 1.05984 | 1.05834 | 0.16 | 9978.20 |
199 | 2009.12.16 12:00 | buy | 100 | 0.01 | 1.06207 | 1.06117 | 1.06267 | ||
200 | 2009.12.16 12:03 | close | 100 | 0.01 | 1.06132 | 1.06117 | 1.06267 | -0.71 | 9977.49 |
201 | 2009.12.16 13:00 | sell | 101 | 0.01 | 1.06004 | 1.06094 | 1.05944 | ||
202 | 2009.12.16 13:07 | close | 101 | 0.01 | 1.06045 | 1.06094 | 1.05944 | -0.39 | 9977.10 |
203 | 2009.12.16 14:00 | sell | 102 | 0.01 | 1.05899 | 1.05989 | 1.05839 | ||
204 | 2009.12.16 14:05 | close | 102 | 0.01 | 1.05947 | 1.05989 | 1.05839 | -0.45 | 9976.65 |
205 | 2009.12.17 14:00 | buy | 103 | 0.01 | 1.07231 | 1.07141 | 1.07291 | ||
206 | 2009.12.17 14:02 | close | 103 | 0.01 | 1.07175 | 1.07141 | 1.07291 | -0.52 | 9976.13 |
207 | 2009.12.17 15:00 | buy | 104 | 0.01 | 1.07288 | 1.07198 | 1.07348 | ||
208 | 2009.12.17 15:05 | close | 104 | 0.01 | 1.07237 | 1.07198 | 1.07348 | -0.48 | 9975.65 |
209 | 2009.12.17 16:00 | sell | 105 | 0.01 | 1.07002 | 1.07092 | 1.06942 | ||
210 | 2009.12.17 16:07 | close | 105 | 0.01 | 1.07064 | 1.07092 | 1.06942 | -0.58 | 9975.07 |
211 | 2009.12.17 17:00 | sell | 106 | 0.01 | 1.06908 | 1.06998 | 1.06848 | ||
212 | 2009.12.17 17:05 | close | 106 | 0.01 | 1.06955 | 1.06998 | 1.06848 | -0.44 | 9974.63 |
213 | 2009.12.17 18:00 | buy | 107 | 0.01 | 1.07135 | 1.07045 | 1.07195 | ||
214 | 2009.12.17 18:07 | close | 107 | 0.01 | 1.07094 | 1.07045 | 1.07195 | -0.38 | 9974.25 |
215 | 2009.12.17 19:00 | buy | 108 | 0.01 | 1.07135 | 1.07045 | 1.07195 | ||
216 | 2009.12.17 19:07 | close | 108 | 0.01 | 1.07082 | 1.07045 | 1.07195 | -0.49 | 9973.76 |
217 | 2009.12.17 20:00 | sell | 109 | 0.01 | 1.07092 | 1.07182 | 1.07032 | ||
218 | 2009.12.17 20:10 | close | 109 | 0.01 | 1.07065 | 1.07182 | 1.07032 | 0.25 | 9974.01 |
219 | 2009.12.17 21:00 | sell | 110 | 0.01 | 1.06994 | 1.07084 | 1.06934 | ||
220 | 2009.12.17 21:07 | close | 110 | 0.01 | 1.06979 | 1.07084 | 1.06934 | 0.14 | 9974.15 |
221 | 2009.12.17 22:00 | sell | 111 | 0.01 | 1.07012 | 1.07102 | 1.06952 | ||
222 | 2009.12.17 22:10 | close | 111 | 0.01 | 1.07082 | 1.07102 | 1.06952 | -0.65 | 9973.50 |
223 | 2009.12.17 23:00 | buy | 112 | 0.01 | 1.07117 | 1.07027 | 1.07177 | ||
224 | 2009.12.17 23:07 | close | 112 | 0.01 | 1.07132 | 1.07027 | 1.07177 | 0.14 | 9973.64 |
225 | 2009.12.18 00:00 | sell | 113 | 0.01 | 1.07068 | 1.07158 | 1.07008 | ||
226 | 2009.12.18 00:06 | close | 113 | 0.01 | 1.07110 | 1.07158 | 1.07008 | -0.39 | 9973.25 |
227 | 2009.12.18 09:00 | buy | 114 | 0.01 | 1.06845 | 1.06755 | 1.06905 | ||
228 | 2009.12.18 09:05 | close | 114 | 0.01 | 1.06788 | 1.06755 | 1.06905 | -0.53 | 9972.72 |
229 | 2009.12.18 10:00 | buy | 115 | 0.01 | 1.06813 | 1.06723 | 1.06873 | ||
230 | 2009.12.18 10:10 | t/p | 115 | 0.01 | 1.06873 | 1.06723 | 1.06873 | 0.56 | 9973.28 |
231 | 2009.12.18 11:00 | sell | 116 | 0.01 | 1.06631 | 1.06721 | 1.06571 | ||
232 | 2009.12.18 11:05 | close | 116 | 0.01 | 1.06680 | 1.06721 | 1.06571 | -0.46 | 9972.82 |
233 | 2009.12.18 12:00 | sell | 117 | 0.01 | 1.06547 | 1.06637 | 1.06487 | ||
234 | 2009.12.18 12:02 | s/l | 117 | 0.01 | 1.06637 | 1.06637 | 1.06487 | -0.85 | 9971.97 |
235 | 2009.12.18 13:00 | sell | 118 | 0.01 | 1.06529 | 1.06619 | 1.06469 | ||
236 | 2009.12.18 13:05 | close | 118 | 0.01 | 1.06571 | 1.06619 | 1.06469 | -0.39 | 9971.58 |
237 | 2009.12.18 14:00 | sell | 119 | 0.01 | 1.06524 | 1.06614 | 1.06464 | ||
238 | 2009.12.18 14:02 | s/l | 119 | 0.01 | 1.06614 | 1.06614 | 1.06464 | -0.85 | 9970.73 |
239 | 2009.12.18 15:00 | buy | 120 | 0.01 | 1.06694 | 1.06604 | 1.06754 | ||
240 | 2009.12.18 15:02 | close | 120 | 0.01 | 1.06713 | 1.06604 | 1.06754 | 0.18 | 9970.91 |
241 | 2009.12.18 16:00 | sell | 121 | 0.01 | 1.06388 | 1.06478 | 1.06328 | ||
242 | 2009.12.18 16:02 | t/p | 121 | 0.01 | 1.06328 | 1.06478 | 1.06328 | 0.56 | 9971.47 |
243 | 2009.12.18 17:00 | buy | 122 | 0.01 | 1.06753 | 1.06663 | 1.06813 | ||
244 | 2009.12.18 17:02 | close | 122 | 0.01 | 1.06706 | 1.06663 | 1.06813 | -0.44 | 9971.03 |
245 | 2009.12.18 18:00 | buy | 123 | 0.01 | 1.06795 | 1.06705 | 1.06855 | ||
246 | 2009.12.18 18:07 | close | 123 | 0.01 | 1.06806 | 1.06705 | 1.06855 | 0.10 | 9971.13 |
247 | 2009.12.18 20:00 | buy | 124 | 0.01 | 1.06645 | 1.06555 | 1.06705 | ||
248 | 2009.12.18 20:15 | close | 124 | 0.01 | 1.06598 | 1.06555 | 1.06705 | -0.44 | 9970.69 |
249 | 2009.12.18 21:00 | buy | 125 | 0.01 | 1.06600 | 1.06510 | 1.06660 | ||
250 | 2009.12.18 21:03 | close | 125 | 0.01 | 1.06522 | 1.06510 | 1.06660 | -0.73 | 9969.96 |
251 | 2009.12.21 00:00 | buy | 126 | 0.01 | 1.06780 | 1.06690 | 1.06840 | ||
252 | 2009.12.21 00:10 | close | 126 | 0.01 | 1.06731 | 1.06690 | 1.06840 | -0.46 | 9969.50 |
253 | 2009.12.21 01:00 | buy | 127 | 0.01 | 1.06718 | 1.06628 | 1.06778 | ||
254 | 2009.12.21 01:10 | close | 127 | 0.01 | 1.06677 | 1.06628 | 1.06778 | -0.38 | 9969.12 |
255 | 2009.12.21 02:00 | buy | 128 | 0.01 | 1.06769 | 1.06679 | 1.06829 | ||
256 | 2009.12.21 02:15 | close | 128 | 0.01 | 1.06720 | 1.06679 | 1.06829 | -0.46 | 9968.66 |
257 | 2009.12.21 03:00 | buy | 129 | 0.01 | 1.06753 | 1.06663 | 1.06813 | ||
258 | 2009.12.21 03:15 | close | 129 | 0.01 | 1.06713 | 1.06663 | 1.06813 | -0.37 | 9968.29 |
259 | 2009.12.21 04:00 | sell | 130 | 0.01 | 1.06681 | 1.06771 | 1.06621 | ||
260 | 2009.12.21 04:15 | close | 130 | 0.01 | 1.06655 | 1.06771 | 1.06621 | 0.24 | 9968.53 |
261 | 2009.12.21 05:00 | sell | 131 | 0.01 | 1.06616 | 1.06706 | 1.06556 | ||
262 | 2009.12.21 05:20 | close | 131 | 0.01 | 1.06659 | 1.06706 | 1.06556 | -0.40 | 9968.13 |
263 | 2009.12.21 06:00 | buy | 132 | 0.01 | 1.06639 | 1.06549 | 1.06699 | ||
264 | 2009.12.21 06:02 | close | 132 | 0.01 | 1.06589 | 1.06549 | 1.06699 | -0.47 | 9967.66 |
265 | 2009.12.21 07:00 | sell | 133 | 0.01 | 1.06692 | 1.06782 | 1.06632 | ||
266 | 2009.12.21 07:02 | close | 133 | 0.01 | 1.06752 | 1.06782 | 1.06632 | -0.56 | 9967.10 |
267 | 2009.12.21 08:00 | sell | 134 | 0.01 | 1.06627 | 1.06717 | 1.06567 | ||
268 | 2009.12.21 08:03 | close | 134 | 0.01 | 1.06577 | 1.06717 | 1.06567 | 0.47 | 9967.57 |
269 | 2009.12.21 09:00 | buy | 135 | 0.01 | 1.06821 | 1.06731 | 1.06881 | ||
270 | 2009.12.21 09:10 | close | 135 | 0.01 | 1.06766 | 1.06731 | 1.06881 | -0.52 | 9967.05 |
271 | 2009.12.21 10:00 | buy | 136 | 0.01 | 1.06959 | 1.06869 | 1.07019 | ||
272 | 2009.12.21 10:07 | close | 136 | 0.01 | 1.06972 | 1.06869 | 1.07019 | 0.12 | 9967.17 |
273 | 2009.12.22 02:00 | sell | 137 | 0.01 | 1.06179 | 1.06269 | 1.06119 | ||
274 | 2009.12.22 02:10 | close | 137 | 0.01 | 1.06260 | 1.06269 | 1.06119 | -0.76 | 9966.41 |
275 | 2009.12.22 03:00 | sell | 138 | 0.01 | 1.06194 | 1.06284 | 1.06134 | ||
276 | 2009.12.22 03:10 | close | 138 | 0.01 | 1.06271 | 1.06284 | 1.06134 | -0.72 | 9965.69 |
277 | 2009.12.22 04:00 | sell | 139 | 0.01 | 1.06225 | 1.06315 | 1.06165 | ||
278 | 2009.12.22 04:02 | close | 139 | 0.01 | 1.06270 | 1.06315 | 1.06165 | -0.42 | 9965.27 |
279 | 2009.12.22 05:00 | sell | 140 | 0.01 | 1.06204 | 1.06294 | 1.06144 | ||
280 | 2009.12.22 05:15 | close | 140 | 0.01 | 1.06190 | 1.06294 | 1.06144 | 0.13 | 9965.40 |
281 | 2009.12.22 06:00 | sell | 141 | 0.01 | 1.06175 | 1.06265 | 1.06115 | ||
282 | 2009.12.22 06:15 | close | 141 | 0.01 | 1.06223 | 1.06265 | 1.06115 | -0.45 | 9964.95 |
283 | 2009.12.22 07:00 | sell | 142 | 0.01 | 1.06139 | 1.06229 | 1.06079 | ||
284 | 2009.12.22 07:02 | close | 142 | 0.01 | 1.06210 | 1.06229 | 1.06079 | -0.67 | 9964.28 |
285 | 2009.12.22 08:00 | sell | 143 | 0.01 | 1.06074 | 1.06164 | 1.06014 | ||
286 | 2009.12.22 08:07 | close | 143 | 0.01 | 1.06128 | 1.06164 | 1.06014 | -0.51 | 9963.77 |
287 | 2009.12.22 09:00 | sell | 144 | 0.01 | 1.06007 | 1.06097 | 1.05947 | ||
288 | 2009.12.22 09:10 | close | 144 | 0.01 | 1.05958 | 1.06097 | 1.05947 | 0.46 | 9964.23 |
289 | 2009.12.22 10:00 | sell | 145 | 0.01 | 1.05868 | 1.05958 | 1.05808 | ||
290 | 2009.12.22 10:10 | close | 145 | 0.01 | 1.05846 | 1.05958 | 1.05808 | 0.21 | 9964.44 |
291 | 2009.12.22 11:00 | sell | 146 | 0.01 | 1.05794 | 1.05884 | 1.05734 | ||
292 | 2009.12.22 11:10 | close | 146 | 0.01 | 1.05759 | 1.05884 | 1.05734 | 0.33 | 9964.77 |
293 | 2009.12.22 12:00 | sell | 147 | 0.01 | 1.05670 | 1.05760 | 1.05610 | ||
294 | 2009.12.22 12:02 | t/p | 147 | 0.01 | 1.05610 | 1.05760 | 1.05610 | 0.57 | 9965.34 |
295 | 2009.12.24 08:00 | sell | 148 | 0.01 | 1.04797 | 1.04887 | 1.04737 | ||
296 | 2009.12.24 08:02 | close | 148 | 0.01 | 1.04840 | 1.04887 | 1.04737 | -0.41 | 9964.93 |
297 | 2009.12.24 09:00 | sell | 149 | 0.01 | 1.04738 | 1.04828 | 1.04678 | ||
298 | 2009.12.24 09:05 | close | 149 | 0.01 | 1.04786 | 1.04828 | 1.04678 | -0.46 | 9964.47 |
299 | 2009.12.24 10:00 | sell | 150 | 0.01 | 1.04790 | 1.04880 | 1.04730 | ||
300 | 2009.12.24 10:02 | close | 150 | 0.01 | 1.04847 | 1.04880 | 1.04730 | -0.54 | 9963.93 |
301 | 2009.12.24 11:00 | sell | 151 | 0.01 | 1.04692 | 1.04782 | 1.04632 | ||
302 | 2009.12.24 11:03 | close | 151 | 0.01 | 1.04661 | 1.04782 | 1.04632 | 0.30 | 9964.23 |
303 | 2009.12.24 12:00 | sell | 152 | 0.01 | 1.04703 | 1.04793 | 1.04643 | ||
304 | 2009.12.24 12:10 | close | 152 | 0.01 | 1.04691 | 1.04793 | 1.04643 | 0.11 | 9964.34 |
305 | 2009.12.24 13:00 | sell | 153 | 0.01 | 1.04568 | 1.04658 | 1.04508 | ||
306 | 2009.12.24 13:07 | close | 153 | 0.01 | 1.04557 | 1.04658 | 1.04508 | 0.11 | 9964.45 |
307 | 2009.12.24 14:00 | sell | 154 | 0.01 | 1.04569 | 1.04659 | 1.04509 | ||
308 | 2009.12.24 14:02 | close | 154 | 0.01 | 1.04617 | 1.04659 | 1.04509 | -0.46 | 9963.99 |
309 | 2009.12.24 15:00 | buy | 155 | 0.01 | 1.04859 | 1.04769 | 1.04919 | ||
310 | 2009.12.24 15:02 | close | 155 | 0.01 | 1.04889 | 1.04769 | 1.04919 | 0.29 | 9964.28 |
311 | 2009.12.24 16:00 | buy | 156 | 0.01 | 1.04795 | 1.04705 | 1.04855 | ||
312 | 2009.12.24 16:02 | close | 156 | 0.01 | 1.04811 | 1.04705 | 1.04855 | 0.15 | 9964.43 |
313 | 2009.12.24 17:00 | buy | 157 | 0.01 | 1.04856 | 1.04766 | 1.04916 | ||
314 | 2009.12.24 17:02 | close | 157 | 0.01 | 1.04796 | 1.04766 | 1.04916 | -0.57 | 9963.86 |
315 | 2009.12.24 18:00 | buy | 158 | 0.01 | 1.04872 | 1.04782 | 1.04932 | ||
316 | 2009.12.24 18:05 | close | 158 | 0.01 | 1.04886 | 1.04782 | 1.04932 | 0.13 | 9963.99 |
317 | 2009.12.31 12:00 | sell | 159 | 0.01 | 1.04815 | 1.04905 | 1.04755 | ||
318 | 2009.12.31 12:07 | close | 159 | 0.01 | 1.04855 | 1.04905 | 1.04755 | -0.38 | 9963.61 |
319 | 2009.12.31 13:00 | sell | 160 | 0.01 | 1.04846 | 1.04936 | 1.04786 | ||
320 | 2009.12.31 13:05 | close | 160 | 0.01 | 1.04896 | 1.04936 | 1.04786 | -0.48 | 9963.13 |
321 | 2009.12.31 14:00 | buy | 161 | 0.01 | 1.05084 | 1.04994 | 1.05144 | ||
322 | 2009.12.31 14:10 | close | 161 | 0.01 | 1.05023 | 1.04994 | 1.05144 | -0.58 | 9962.55 |
323 | 2009.12.31 15:00 | sell | 162 | 0.01 | 1.04896 | 1.04986 | 1.04836 | ||
324 | 2009.12.31 15:02 | s/l | 162 | 0.01 | 1.04986 | 1.04986 | 1.04836 | -0.86 | 9961.69 |
325 | 2009.12.31 16:00 | sell | 163 | 0.01 | 1.04855 | 1.04945 | 1.04795 | ||
326 | 2009.12.31 16:03 | s/l | 163 | 0.01 | 1.04945 | 1.04945 | 1.04795 | -0.86 | 9960.83 |
327 | 2009.12.31 17:00 | sell | 164 | 0.01 | 1.04825 | 1.04915 | 1.04765 | ||
328 | 2009.12.31 17:07 | close | 164 | 0.01 | 1.04870 | 1.04915 | 1.04765 | -0.43 | 9960.40 |
329 | 2009.12.31 18:00 | sell | 165 | 0.01 | 1.04614 | 1.04704 | 1.04554 | ||
330 | 2009.12.31 18:10 | close | 165 | 0.01 | 1.04689 | 1.04704 | 1.04554 | -0.72 | 9959.68 |