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=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=false; UseMACD=false; Expiration=7200; ShortEma=4; LongEma=24; CurrentBar=1; Lots=0.1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -643.66 | Gross profit | 267.27 | Gross loss | -910.93 |
| Profit factor | 0.29 | Expected payoff | -6.31 | ||
| Absolute drawdown | 650.40 | Maximal drawdown | 650.40 (6.50%) | Relative drawdown | 6.50% (650.40) |
| Total trades | 102 | Short positions (won %) | 45 (42.22%) | Long positions (won %) | 57 (33.33%) |
| Profit trades (% of total) | 38 (37.25%) | Loss trades (% of total) | 64 (62.75%) | ||
| Largest | profit trade | 14.35 | loss trade | -14.39 | |
| Average | profit trade | 7.03 | loss trade | -14.23 | |
| Maximum | consecutive wins (profit in money) | 3 (34.76) | consecutive losses (loss in money) | 7 (-98.99) | |
| Maximal | consecutive profit (count of wins) | 34.76 (3) | consecutive loss (count of losses) | -98.99 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 15:00 | buy | 1 | 0.10 | 1.04852 | 1.04702 | 1.05002 | ||
| 2 | 2009.12.02 15:20 | s/l | 1 | 0.10 | 1.04702 | 1.04702 | 1.05002 | -14.33 | 9985.67 |
| 3 | 2009.12.02 15:20 | buy | 2 | 0.10 | 1.04741 | 1.04591 | 1.04891 | ||
| 4 | 2009.12.02 15:26 | s/l | 2 | 0.10 | 1.04591 | 1.04591 | 1.04891 | -14.35 | 9971.32 |
| 5 | 2009.12.02 15:26 | buy | 3 | 0.10 | 1.04661 | 1.04511 | 1.04811 | ||
| 6 | 2009.12.02 15:32 | s/l | 3 | 0.10 | 1.04511 | 1.04511 | 1.04811 | -14.35 | 9956.97 |
| 7 | 2009.12.02 15:32 | buy | 4 | 0.10 | 1.04586 | 1.04436 | 1.04736 | ||
| 8 | 2009.12.02 15:50 | modify | 4 | 0.10 | 1.04586 | 1.04628 | 1.04736 | ||
| 9 | 2009.12.02 15:57 | s/l | 4 | 0.10 | 1.04628 | 1.04628 | 1.04736 | 4.01 | 9960.98 |
| 10 | 2009.12.02 15:57 | buy | 5 | 0.10 | 1.04682 | 1.04532 | 1.04832 | ||
| 11 | 2009.12.02 16:15 | s/l | 5 | 0.10 | 1.04532 | 1.04532 | 1.04832 | -14.35 | 9946.63 |
| 12 | 2009.12.02 17:00 | sell | 6 | 0.10 | 1.04518 | 1.04668 | 1.04368 | ||
| 13 | 2009.12.02 17:10 | s/l | 6 | 0.10 | 1.04668 | 1.04668 | 1.04368 | -14.32 | 9932.31 |
| 14 | 2009.12.02 17:10 | sell | 7 | 0.10 | 1.04659 | 1.04809 | 1.04509 | ||
| 15 | 2009.12.02 17:15 | s/l | 7 | 0.10 | 1.04809 | 1.04809 | 1.04509 | -14.31 | 9918.00 |
| 16 | 2009.12.02 17:15 | sell | 8 | 0.10 | 1.04748 | 1.04898 | 1.04598 | ||
| 17 | 2009.12.02 17:20 | s/l | 8 | 0.10 | 1.04898 | 1.04898 | 1.04598 | -14.29 | 9903.71 |
| 18 | 2009.12.02 17:20 | sell | 9 | 0.10 | 1.04838 | 1.04988 | 1.04688 | ||
| 19 | 2009.12.02 17:27 | modify | 9 | 0.10 | 1.04838 | 1.04836 | 1.04688 | ||
| 20 | 2009.12.02 17:32 | s/l | 9 | 0.10 | 1.04836 | 1.04836 | 1.04688 | 0.19 | 9903.90 |
| 21 | 2009.12.02 17:32 | sell | 10 | 0.10 | 1.04768 | 1.04918 | 1.04618 | ||
| 22 | 2009.12.02 17:45 | modify | 10 | 0.10 | 1.04768 | 1.04763 | 1.04618 | ||
| 23 | 2009.12.02 17:50 | modify | 10 | 0.10 | 1.04768 | 1.04681 | 1.04618 | ||
| 24 | 2009.12.02 17:52 | s/l | 10 | 0.10 | 1.04681 | 1.04681 | 1.04618 | 8.32 | 9912.22 |
| 25 | 2009.12.02 17:52 | sell | 11 | 0.10 | 1.04604 | 1.04754 | 1.04454 | ||
| 26 | 2009.12.02 18:10 | s/l | 11 | 0.10 | 1.04754 | 1.04754 | 1.04454 | -14.31 | 9897.91 |
| 27 | 2009.12.02 18:10 | buy | 12 | 0.10 | 1.04842 | 1.04692 | 1.04992 | ||
| 28 | 2009.12.02 18:20 | modify | 12 | 0.10 | 1.04842 | 1.04917 | 1.04992 | ||
| 29 | 2009.12.02 18:22 | s/l | 12 | 0.10 | 1.04917 | 1.04917 | 1.04992 | 7.15 | 9905.06 |
| 30 | 2009.12.02 18:22 | buy | 13 | 0.10 | 1.04971 | 1.04821 | 1.05121 | ||
| 31 | 2009.12.02 18:32 | modify | 13 | 0.10 | 1.04971 | 1.05014 | 1.05121 | ||
| 32 | 2009.12.02 18:37 | modify | 13 | 0.10 | 1.04971 | 1.05027 | 1.05121 | ||
| 33 | 2009.12.02 18:40 | s/l | 13 | 0.10 | 1.05027 | 1.05027 | 1.05121 | 5.33 | 9910.39 |
| 34 | 2009.12.02 18:40 | buy | 14 | 0.10 | 1.05093 | 1.04943 | 1.05243 | ||
| 35 | 2009.12.02 18:50 | s/l | 14 | 0.10 | 1.04943 | 1.04943 | 1.05243 | -14.29 | 9896.10 |
| 36 | 2009.12.02 18:50 | buy | 15 | 0.10 | 1.05001 | 1.04851 | 1.05151 | ||
| 37 | 2009.12.02 19:50 | s/l | 15 | 0.10 | 1.04851 | 1.04851 | 1.05151 | -14.31 | 9881.79 |
| 38 | 2009.12.03 09:00 | sell | 16 | 0.10 | 1.04633 | 1.04783 | 1.04483 | ||
| 39 | 2009.12.03 09:10 | s/l | 16 | 0.10 | 1.04783 | 1.04783 | 1.04483 | -14.32 | 9867.47 |
| 40 | 2009.12.03 09:10 | sell | 17 | 0.10 | 1.04707 | 1.04857 | 1.04557 | ||
| 41 | 2009.12.03 09:20 | s/l | 17 | 0.10 | 1.04857 | 1.04857 | 1.04557 | -14.30 | 9853.17 |
| 42 | 2009.12.03 09:20 | sell | 18 | 0.10 | 1.04816 | 1.04966 | 1.04666 | ||
| 43 | 2009.12.03 09:27 | modify | 18 | 0.10 | 1.04816 | 1.04754 | 1.04666 | ||
| 44 | 2009.12.03 09:32 | modify | 18 | 0.10 | 1.04816 | 1.04751 | 1.04666 | ||
| 45 | 2009.12.03 09:37 | modify | 18 | 0.10 | 1.04816 | 1.04734 | 1.04666 | ||
| 46 | 2009.12.03 09:40 | s/l | 18 | 0.10 | 1.04734 | 1.04734 | 1.04666 | 7.83 | 9861.00 |
| 47 | 2009.12.03 09:40 | sell | 19 | 0.10 | 1.04700 | 1.04850 | 1.04550 | ||
| 48 | 2009.12.03 09:50 | s/l | 19 | 0.10 | 1.04850 | 1.04850 | 1.04550 | -14.30 | 9846.70 |
| 49 | 2009.12.03 09:50 | sell | 20 | 0.10 | 1.04801 | 1.04951 | 1.04651 | ||
| 50 | 2009.12.03 10:15 | s/l | 20 | 0.10 | 1.04951 | 1.04951 | 1.04651 | -14.29 | 9832.41 |
| 51 | 2009.12.03 12:00 | buy | 21 | 0.10 | 1.05034 | 1.04884 | 1.05184 | ||
| 52 | 2009.12.03 12:20 | s/l | 21 | 0.10 | 1.04884 | 1.04884 | 1.05184 | -14.31 | 9818.10 |
| 53 | 2009.12.03 12:20 | buy | 22 | 0.10 | 1.04939 | 1.04789 | 1.05089 | ||
| 54 | 2009.12.03 12:40 | modify | 22 | 0.10 | 1.04939 | 1.04951 | 1.05089 | ||
| 55 | 2009.12.03 12:45 | modify | 22 | 0.10 | 1.04939 | 1.05007 | 1.05089 | ||
| 56 | 2009.12.03 12:50 | t/p | 22 | 0.10 | 1.05089 | 1.05007 | 1.05089 | 14.27 | 9832.37 |
| 57 | 2009.12.03 12:50 | buy | 23 | 0.10 | 1.05182 | 1.05032 | 1.05332 | ||
| 58 | 2009.12.03 12:57 | s/l | 23 | 0.10 | 1.05032 | 1.05032 | 1.05332 | -14.28 | 9818.09 |
| 59 | 2009.12.03 12:57 | buy | 24 | 0.10 | 1.05106 | 1.04956 | 1.05256 | ||
| 60 | 2009.12.03 13:45 | s/l | 24 | 0.10 | 1.04956 | 1.04956 | 1.05256 | -14.29 | 9803.80 |
| 61 | 2009.12.04 13:00 | sell | 25 | 0.10 | 1.05225 | 1.05375 | 1.05075 | ||
| 62 | 2009.12.04 13:03 | modify | 25 | 0.10 | 1.05225 | 1.05139 | 1.05075 | ||
| 63 | 2009.12.04 13:06 | s/l | 25 | 0.10 | 1.05139 | 1.05139 | 1.05075 | 8.18 | 9811.98 |
| 64 | 2009.12.04 13:06 | sell | 26 | 0.10 | 1.05072 | 1.05222 | 1.04922 | ||
| 65 | 2009.12.04 13:10 | modify | 26 | 0.10 | 1.05072 | 1.04986 | 1.04922 | ||
| 66 | 2009.12.04 13:13 | s/l | 26 | 0.10 | 1.04986 | 1.04986 | 1.04922 | 8.19 | 9820.17 |
| 67 | 2009.12.04 13:13 | sell | 27 | 0.10 | 1.04919 | 1.05069 | 1.04769 | ||
| 68 | 2009.12.04 13:16 | t/p | 27 | 0.10 | 1.04769 | 1.05069 | 1.04769 | 14.32 | 9834.49 |
| 69 | 2009.12.04 13:16 | sell | 28 | 0.10 | 1.04664 | 1.04814 | 1.04514 | ||
| 70 | 2009.12.04 13:20 | s/l | 28 | 0.10 | 1.04814 | 1.04814 | 1.04514 | -14.31 | 9820.18 |
| 71 | 2009.12.04 13:20 | sell | 29 | 0.10 | 1.04766 | 1.04916 | 1.04616 | ||
| 72 | 2009.12.04 13:26 | s/l | 29 | 0.10 | 1.04916 | 1.04916 | 1.04616 | -14.29 | 9805.89 |
| 73 | 2009.12.04 13:26 | sell | 30 | 0.10 | 1.04868 | 1.05018 | 1.04718 | ||
| 74 | 2009.12.04 13:26 | modify | 30 | 0.10 | 1.04868 | 1.04862 | 1.04718 | ||
| 75 | 2009.12.04 13:30 | modify | 30 | 0.10 | 1.04868 | 1.04861 | 1.04718 | ||
| 76 | 2009.12.04 13:32 | modify | 30 | 0.10 | 1.04868 | 1.04859 | 1.04718 | ||
| 77 | 2009.12.04 13:35 | modify | 30 | 0.10 | 1.04868 | 1.04841 | 1.04718 | ||
| 78 | 2009.12.04 13:40 | modify | 30 | 0.10 | 1.04868 | 1.04807 | 1.04718 | ||
| 79 | 2009.12.04 13:45 | t/p | 30 | 0.10 | 1.04718 | 1.04807 | 1.04718 | 14.33 | 9820.22 |
| 80 | 2009.12.04 13:45 | sell | 31 | 0.10 | 1.04636 | 1.04786 | 1.04486 | ||
| 81 | 2009.12.04 14:10 | s/l | 31 | 0.10 | 1.04786 | 1.04786 | 1.04486 | -14.31 | 9805.91 |
| 82 | 2009.12.04 20:00 | buy | 32 | 0.10 | 1.05772 | 1.05622 | 1.05922 | ||
| 83 | 2009.12.04 20:37 | s/l | 32 | 0.10 | 1.05622 | 1.05622 | 1.05922 | -14.20 | 9791.71 |
| 84 | 2009.12.04 20:37 | buy | 33 | 0.10 | 1.05694 | 1.05544 | 1.05844 | ||
| 85 | 2009.12.04 20:40 | modify | 33 | 0.10 | 1.05694 | 1.05724 | 1.05844 | ||
| 86 | 2009.12.04 20:45 | t/p | 33 | 0.10 | 1.05844 | 1.05724 | 1.05844 | 14.17 | 9805.88 |
| 87 | 2009.12.04 20:45 | buy | 34 | 0.10 | 1.05930 | 1.05780 | 1.06080 | ||
| 88 | 2009.12.04 21:15 | s/l | 34 | 0.10 | 1.05780 | 1.05780 | 1.06080 | -14.18 | 9791.70 |
| 89 | 2009.12.07 17:00 | sell | 35 | 0.10 | 1.05083 | 1.05233 | 1.04933 | ||
| 90 | 2009.12.07 17:15 | s/l | 35 | 0.10 | 1.05233 | 1.05233 | 1.04933 | -14.25 | 9777.45 |
| 91 | 2009.12.07 17:15 | sell | 36 | 0.10 | 1.05189 | 1.05339 | 1.05039 | ||
| 92 | 2009.12.07 18:00 | modify | 36 | 0.10 | 1.05189 | 1.05186 | 1.05039 | ||
| 93 | 2009.12.07 18:03 | s/l | 36 | 0.10 | 1.05186 | 1.05186 | 1.05039 | 0.28 | 9777.73 |
| 94 | 2009.12.08 09:00 | buy | 37 | 0.10 | 1.05590 | 1.05440 | 1.05740 | ||
| 95 | 2009.12.08 09:20 | s/l | 37 | 0.10 | 1.05440 | 1.05440 | 1.05740 | -14.23 | 9763.50 |
| 96 | 2009.12.08 09:20 | buy | 38 | 0.10 | 1.05471 | 1.05321 | 1.05621 | ||
| 97 | 2009.12.08 09:26 | s/l | 38 | 0.10 | 1.05321 | 1.05321 | 1.05621 | -14.25 | 9749.25 |
| 98 | 2009.12.08 09:26 | buy | 39 | 0.10 | 1.05352 | 1.05202 | 1.05502 | ||
| 99 | 2009.12.08 09:50 | s/l | 39 | 0.10 | 1.05202 | 1.05202 | 1.05502 | -14.27 | 9734.98 |
| 100 | 2009.12.08 09:50 | buy | 40 | 0.10 | 1.05210 | 1.05060 | 1.05360 | ||
| 101 | 2009.12.08 10:02 | modify | 40 | 0.10 | 1.05210 | 1.05223 | 1.05360 | ||
| 102 | 2009.12.08 10:07 | modify | 40 | 0.10 | 1.05210 | 1.05245 | 1.05360 | ||
| 103 | 2009.12.08 10:10 | s/l | 40 | 0.10 | 1.05245 | 1.05245 | 1.05360 | 3.32 | 9738.30 |
| 104 | 2009.12.08 11:00 | sell | 41 | 0.10 | 1.05018 | 1.05168 | 1.04868 | ||
| 105 | 2009.12.08 11:02 | s/l | 41 | 0.10 | 1.05168 | 1.05168 | 1.04868 | -14.26 | 9724.04 |
| 106 | 2009.12.08 11:02 | sell | 42 | 0.10 | 1.05094 | 1.05244 | 1.04944 | ||
| 107 | 2009.12.08 11:20 | modify | 42 | 0.10 | 1.05094 | 1.05058 | 1.04944 | ||
| 108 | 2009.12.08 11:27 | s/l | 42 | 0.10 | 1.05058 | 1.05058 | 1.04944 | 3.43 | 9727.47 |
| 109 | 2009.12.08 11:27 | sell | 43 | 0.10 | 1.05001 | 1.05151 | 1.04851 | ||
| 110 | 2009.12.08 11:45 | s/l | 43 | 0.10 | 1.05151 | 1.05151 | 1.04851 | -14.26 | 9713.21 |
| 111 | 2009.12.08 11:45 | sell | 44 | 0.10 | 1.05118 | 1.05268 | 1.04968 | ||
| 112 | 2009.12.08 12:10 | s/l | 44 | 0.10 | 1.05268 | 1.05268 | 1.04968 | -14.24 | 9698.97 |
| 113 | 2009.12.08 13:00 | buy | 45 | 0.10 | 1.05523 | 1.05373 | 1.05673 | ||
| 114 | 2009.12.08 13:15 | s/l | 45 | 0.10 | 1.05373 | 1.05373 | 1.05673 | -14.24 | 9684.73 |
| 115 | 2009.12.08 13:15 | buy | 46 | 0.10 | 1.05399 | 1.05249 | 1.05549 | ||
| 116 | 2009.12.08 13:20 | s/l | 46 | 0.10 | 1.05249 | 1.05249 | 1.05549 | -14.26 | 9670.47 |
| 117 | 2009.12.08 13:20 | buy | 47 | 0.10 | 1.05289 | 1.05139 | 1.05439 | ||
| 118 | 2009.12.08 13:27 | modify | 47 | 0.10 | 1.05289 | 1.05302 | 1.05439 | ||
| 119 | 2009.12.08 13:37 | s/l | 47 | 0.10 | 1.05302 | 1.05302 | 1.05439 | 1.24 | 9671.71 |
| 120 | 2009.12.08 13:37 | buy | 48 | 0.10 | 1.05366 | 1.05216 | 1.05516 | ||
| 121 | 2009.12.08 13:45 | modify | 48 | 0.10 | 1.05366 | 1.05382 | 1.05516 | ||
| 122 | 2009.12.08 13:50 | modify | 48 | 0.10 | 1.05366 | 1.05432 | 1.05516 | ||
| 123 | 2009.12.08 13:57 | s/l | 48 | 0.10 | 1.05432 | 1.05432 | 1.05516 | 6.26 | 9677.97 |
| 124 | 2009.12.08 13:57 | buy | 49 | 0.10 | 1.05483 | 1.05333 | 1.05633 | ||
| 125 | 2009.12.08 14:10 | modify | 49 | 0.10 | 1.05483 | 1.05520 | 1.05633 | ||
| 126 | 2009.12.08 14:15 | t/p | 49 | 0.10 | 1.05633 | 1.05520 | 1.05633 | 14.20 | 9692.17 |
| 127 | 2009.12.09 17:00 | sell | 50 | 0.10 | 1.05478 | 1.05628 | 1.05328 | ||
| 128 | 2009.12.09 17:15 | s/l | 50 | 0.10 | 1.05628 | 1.05628 | 1.05328 | -14.20 | 9677.97 |
| 129 | 2009.12.09 17:15 | sell | 51 | 0.10 | 1.05550 | 1.05700 | 1.05400 | ||
| 130 | 2009.12.09 18:10 | s/l | 51 | 0.10 | 1.05700 | 1.05700 | 1.05400 | -14.19 | 9663.78 |
| 131 | 2009.12.11 17:00 | buy | 52 | 0.10 | 1.05560 | 1.05410 | 1.05710 | ||
| 132 | 2009.12.11 17:07 | s/l | 52 | 0.10 | 1.05410 | 1.05410 | 1.05710 | -14.24 | 9649.54 |
| 133 | 2009.12.11 17:07 | buy | 53 | 0.10 | 1.05467 | 1.05317 | 1.05617 | ||
| 134 | 2009.12.11 17:10 | t/p | 53 | 0.10 | 1.05617 | 1.05317 | 1.05617 | 14.19 | 9663.73 |
| 135 | 2009.12.11 17:10 | buy | 54 | 0.10 | 1.05777 | 1.05627 | 1.05927 | ||
| 136 | 2009.12.11 17:15 | modify | 54 | 0.10 | 1.05777 | 1.05845 | 1.05927 | ||
| 137 | 2009.12.11 17:17 | s/l | 54 | 0.10 | 1.05845 | 1.05845 | 1.05927 | 6.43 | 9670.16 |
| 138 | 2009.12.11 17:17 | buy | 55 | 0.10 | 1.05901 | 1.05751 | 1.06051 | ||
| 139 | 2009.12.11 17:20 | t/p | 55 | 0.10 | 1.06051 | 1.05751 | 1.06051 | 14.14 | 9684.30 |
| 140 | 2009.12.11 17:20 | buy | 56 | 0.10 | 1.06149 | 1.05999 | 1.06299 | ||
| 141 | 2009.12.11 17:22 | s/l | 56 | 0.10 | 1.05999 | 1.05999 | 1.06299 | -14.16 | 9670.14 |
| 142 | 2009.12.11 17:22 | buy | 57 | 0.10 | 1.06025 | 1.05875 | 1.06175 | ||
| 143 | 2009.12.11 17:27 | s/l | 57 | 0.10 | 1.05875 | 1.05875 | 1.06175 | -14.18 | 9655.96 |
| 144 | 2009.12.11 17:27 | buy | 58 | 0.10 | 1.05901 | 1.05751 | 1.06051 | ||
| 145 | 2009.12.11 17:32 | modify | 58 | 0.10 | 1.05901 | 1.05902 | 1.06051 | ||
| 146 | 2009.12.11 17:37 | modify | 58 | 0.10 | 1.05901 | 1.05922 | 1.06051 | ||
| 147 | 2009.12.11 17:40 | s/l | 58 | 0.10 | 1.05922 | 1.05922 | 1.06051 | 1.99 | 9657.95 |
| 148 | 2009.12.11 17:40 | buy | 59 | 0.10 | 1.05960 | 1.05810 | 1.06110 | ||
| 149 | 2009.12.11 17:50 | s/l | 59 | 0.10 | 1.05810 | 1.05810 | 1.06110 | -14.18 | 9643.77 |
| 150 | 2009.12.11 17:50 | buy | 60 | 0.10 | 1.05819 | 1.05669 | 1.05969 | ||
| 151 | 2009.12.11 18:20 | modify | 60 | 0.10 | 1.05819 | 1.05863 | 1.05969 | ||
| 152 | 2009.12.11 18:22 | s/l | 60 | 0.10 | 1.05863 | 1.05863 | 1.05969 | 4.16 | 9647.93 |
| 153 | 2009.12.14 19:00 | sell | 61 | 0.10 | 1.05763 | 1.05913 | 1.05613 | ||
| 154 | 2009.12.14 19:16 | s/l | 61 | 0.10 | 1.05913 | 1.05913 | 1.05613 | -14.16 | 9633.77 |
| 155 | 2009.12.14 19:16 | sell | 62 | 0.10 | 1.05855 | 1.06005 | 1.05705 | ||
| 156 | 2009.12.14 19:59 | s/l | 62 | 0.10 | 1.06005 | 1.06005 | 1.05705 | -14.15 | 9619.62 |
| 157 | 2009.12.14 19:59 | sell | 63 | 0.10 | 1.05934 | 1.06084 | 1.05784 | ||
| 158 | 2009.12.14 22:37 | modify | 63 | 0.10 | 1.05934 | 1.05933 | 1.05784 | ||
| 159 | 2009.12.14 22:40 | s/l | 63 | 0.10 | 1.05933 | 1.05933 | 1.05784 | 0.10 | 9619.72 |
| 160 | 2009.12.15 10:00 | buy | 64 | 0.10 | 1.06270 | 1.06120 | 1.06420 | ||
| 161 | 2009.12.15 10:02 | s/l | 64 | 0.10 | 1.06120 | 1.06120 | 1.06420 | -14.14 | 9605.58 |
| 162 | 2009.12.15 10:02 | buy | 65 | 0.10 | 1.06149 | 1.05999 | 1.06299 | ||
| 163 | 2009.12.15 10:15 | modify | 65 | 0.10 | 1.06149 | 1.06204 | 1.06299 | ||
| 164 | 2009.12.15 10:20 | t/p | 65 | 0.10 | 1.06299 | 1.06204 | 1.06299 | 14.11 | 9619.69 |
| 165 | 2009.12.15 10:20 | buy | 66 | 0.10 | 1.06396 | 1.06246 | 1.06546 | ||
| 166 | 2009.12.15 10:27 | s/l | 66 | 0.10 | 1.06246 | 1.06246 | 1.06546 | -14.12 | 9605.57 |
| 167 | 2009.12.15 10:27 | buy | 67 | 0.10 | 1.06297 | 1.06147 | 1.06447 | ||
| 168 | 2009.12.15 10:50 | s/l | 67 | 0.10 | 1.06147 | 1.06147 | 1.06447 | -14.14 | 9591.43 |
| 169 | 2009.12.15 10:50 | buy | 68 | 0.10 | 1.06144 | 1.05994 | 1.06294 | ||
| 170 | 2009.12.15 11:02 | modify | 68 | 0.10 | 1.06144 | 1.06187 | 1.06294 | ||
| 171 | 2009.12.15 11:07 | modify | 68 | 0.10 | 1.06144 | 1.06202 | 1.06294 | ||
| 172 | 2009.12.15 11:10 | s/l | 68 | 0.10 | 1.06202 | 1.06202 | 1.06294 | 5.46 | 9596.89 |
| 173 | 2009.12.16 10:00 | sell | 69 | 0.10 | 1.05972 | 1.06122 | 1.05822 | ||
| 174 | 2009.12.16 11:07 | modify | 69 | 0.10 | 1.05972 | 1.05944 | 1.05822 | ||
| 175 | 2009.12.16 11:10 | s/l | 69 | 0.10 | 1.05944 | 1.05944 | 1.05822 | 2.64 | 9599.53 |
| 176 | 2009.12.16 12:00 | buy | 70 | 0.10 | 1.06264 | 1.06114 | 1.06414 | ||
| 177 | 2009.12.16 12:10 | s/l | 70 | 0.10 | 1.06114 | 1.06114 | 1.06414 | -14.14 | 9585.39 |
| 178 | 2009.12.16 12:10 | buy | 71 | 0.10 | 1.06170 | 1.06020 | 1.06320 | ||
| 179 | 2009.12.16 12:50 | s/l | 71 | 0.10 | 1.06020 | 1.06020 | 1.06320 | -14.15 | 9571.24 |
| 180 | 2009.12.16 12:50 | buy | 72 | 0.10 | 1.06072 | 1.05922 | 1.06222 | ||
| 181 | 2009.12.16 13:15 | s/l | 72 | 0.10 | 1.05922 | 1.05922 | 1.06222 | -14.16 | 9557.08 |
| 182 | 2009.12.16 13:15 | sell | 73 | 0.10 | 1.05920 | 1.06070 | 1.05770 | ||
| 183 | 2009.12.16 14:15 | s/l | 73 | 0.10 | 1.06070 | 1.06070 | 1.05770 | -14.14 | 9542.94 |
| 184 | 2009.12.16 21:00 | buy | 74 | 0.10 | 1.06369 | 1.06219 | 1.06519 | ||
| 185 | 2009.12.16 21:15 | s/l | 74 | 0.10 | 1.06219 | 1.06219 | 1.06519 | -14.12 | 9528.82 |
| 186 | 2009.12.16 21:15 | buy | 75 | 0.10 | 1.06295 | 1.06145 | 1.06445 | ||
| 187 | 2009.12.16 21:20 | s/l | 75 | 0.10 | 1.06145 | 1.06145 | 1.06445 | -14.13 | 9514.69 |
| 188 | 2009.12.16 21:20 | buy | 76 | 0.10 | 1.06209 | 1.06059 | 1.06359 | ||
| 189 | 2009.12.16 21:50 | s/l | 76 | 0.10 | 1.06059 | 1.06059 | 1.06359 | -14.15 | 9500.54 |
| 190 | 2009.12.16 21:50 | buy | 77 | 0.10 | 1.06104 | 1.05954 | 1.06254 | ||
| 191 | 2009.12.16 22:50 | modify | 77 | 0.10 | 1.06104 | 1.06108 | 1.06254 | ||
| 192 | 2009.12.16 22:59 | s/l | 77 | 0.10 | 1.06108 | 1.06108 | 1.06254 | 0.38 | 9500.92 |
| 193 | 2009.12.18 04:00 | sell | 78 | 0.10 | 1.06684 | 1.06834 | 1.06534 | ||
| 194 | 2009.12.18 04:15 | s/l | 78 | 0.10 | 1.06834 | 1.06834 | 1.06534 | -14.04 | 9486.88 |
| 195 | 2009.12.18 04:15 | sell | 79 | 0.10 | 1.06762 | 1.06912 | 1.06612 | ||
| 196 | 2009.12.18 04:45 | modify | 79 | 0.10 | 1.06762 | 1.06752 | 1.06612 | ||
| 197 | 2009.12.18 04:50 | modify | 79 | 0.10 | 1.06762 | 1.06701 | 1.06612 | ||
| 198 | 2009.12.18 04:57 | s/l | 79 | 0.10 | 1.06701 | 1.06701 | 1.06612 | 5.72 | 9492.60 |
| 199 | 2009.12.18 04:57 | sell | 80 | 0.10 | 1.06634 | 1.06784 | 1.06484 | ||
| 200 | 2009.12.18 06:20 | s/l | 80 | 0.10 | 1.06784 | 1.06784 | 1.06484 | -14.04 | 9478.56 |
| 201 | 2009.12.21 02:00 | buy | 81 | 0.10 | 1.06826 | 1.06676 | 1.06976 | ||
| 202 | 2009.12.21 02:32 | s/l | 81 | 0.10 | 1.06676 | 1.06676 | 1.06976 | -14.06 | 9464.50 |
| 203 | 2009.12.21 02:32 | buy | 82 | 0.10 | 1.06754 | 1.06604 | 1.06904 | ||
| 204 | 2009.12.21 04:20 | s/l | 82 | 0.10 | 1.06604 | 1.06604 | 1.06904 | -14.07 | 9450.43 |
| 205 | 2009.12.21 05:00 | sell | 83 | 0.10 | 1.06616 | 1.06766 | 1.06466 | ||
| 206 | 2009.12.21 06:59 | s/l | 83 | 0.10 | 1.06766 | 1.06766 | 1.06466 | -14.05 | 9436.38 |
| 207 | 2009.12.21 09:00 | buy | 84 | 0.10 | 1.06878 | 1.06728 | 1.07028 | ||
| 208 | 2009.12.21 09:26 | modify | 84 | 0.10 | 1.06878 | 1.06911 | 1.07028 | ||
| 209 | 2009.12.21 09:32 | modify | 84 | 0.10 | 1.06878 | 1.06922 | 1.07028 | ||
| 210 | 2009.12.21 09:37 | modify | 84 | 0.10 | 1.06878 | 1.06931 | 1.07028 | ||
| 211 | 2009.12.21 09:45 | s/l | 84 | 0.10 | 1.06931 | 1.06931 | 1.07028 | 4.95 | 9441.33 |
| 212 | 2009.12.21 09:45 | buy | 85 | 0.10 | 1.06988 | 1.06838 | 1.07138 | ||
| 213 | 2009.12.21 10:20 | s/l | 85 | 0.10 | 1.06838 | 1.06838 | 1.07138 | -14.05 | 9427.28 |
| 214 | 2009.12.21 12:00 | sell | 86 | 0.10 | 1.06281 | 1.06431 | 1.06131 | ||
| 215 | 2009.12.21 12:20 | modify | 86 | 0.10 | 1.06281 | 1.06260 | 1.06131 | ||
| 216 | 2009.12.21 12:27 | s/l | 86 | 0.10 | 1.06260 | 1.06260 | 1.06131 | 1.98 | 9429.26 |
| 217 | 2009.12.21 12:27 | sell | 87 | 0.10 | 1.06216 | 1.06366 | 1.06066 | ||
| 218 | 2009.12.21 12:50 | modify | 87 | 0.10 | 1.06216 | 1.06182 | 1.06066 | ||
| 219 | 2009.12.21 13:05 | modify | 87 | 0.10 | 1.06216 | 1.06146 | 1.06066 | ||
| 220 | 2009.12.21 13:07 | s/l | 87 | 0.10 | 1.06146 | 1.06146 | 1.06066 | 6.59 | 9435.85 |
| 221 | 2009.12.28 02:00 | buy | 88 | 0.10 | 1.05031 | 1.04881 | 1.05181 | ||
| 222 | 2009.12.28 02:20 | s/l | 88 | 0.10 | 1.04881 | 1.04881 | 1.05181 | -14.30 | 9421.55 |
| 223 | 2009.12.28 02:20 | buy | 89 | 0.10 | 1.04919 | 1.04769 | 1.05069 | ||
| 224 | 2009.12.28 02:50 | s/l | 89 | 0.10 | 1.04769 | 1.04769 | 1.05069 | -14.32 | 9407.23 |
| 225 | 2009.12.28 02:50 | buy | 90 | 0.10 | 1.04833 | 1.04683 | 1.04983 | ||
| 226 | 2009.12.28 03:40 | s/l | 90 | 0.10 | 1.04683 | 1.04683 | 1.04983 | -14.33 | 9392.90 |
| 227 | 2009.12.28 03:40 | sell | 91 | 0.10 | 1.04676 | 1.04826 | 1.04526 | ||
| 228 | 2009.12.28 06:16 | modify | 91 | 0.10 | 1.04676 | 1.04666 | 1.04526 | ||
| 229 | 2009.12.28 06:26 | s/l | 91 | 0.10 | 1.04666 | 1.04666 | 1.04526 | 0.96 | 9393.86 |
| 230 | 2009.12.28 11:00 | buy | 92 | 0.10 | 1.04918 | 1.04768 | 1.05068 | ||
| 231 | 2009.12.28 12:15 | s/l | 92 | 0.10 | 1.04768 | 1.04768 | 1.05068 | -14.31 | 9379.55 |
| 232 | 2009.12.28 13:00 | sell | 93 | 0.10 | 1.04765 | 1.04915 | 1.04615 | ||
| 233 | 2009.12.28 13:26 | s/l | 93 | 0.10 | 1.04915 | 1.04915 | 1.04615 | -14.29 | 9365.26 |
| 234 | 2009.12.28 13:26 | sell | 94 | 0.10 | 1.04848 | 1.04998 | 1.04698 | ||
| 235 | 2009.12.28 13:45 | modify | 94 | 0.10 | 1.04848 | 1.04808 | 1.04698 | ||
| 236 | 2009.12.28 13:50 | t/p | 94 | 0.10 | 1.04698 | 1.04808 | 1.04698 | 14.33 | 9379.59 |
| 237 | 2009.12.28 13:50 | sell | 95 | 0.10 | 1.04595 | 1.04745 | 1.04445 | ||
| 238 | 2009.12.28 13:57 | s/l | 95 | 0.10 | 1.04745 | 1.04745 | 1.04445 | -14.31 | 9365.28 |
| 239 | 2009.12.28 13:57 | sell | 96 | 0.10 | 1.04690 | 1.04840 | 1.04540 | ||
| 240 | 2009.12.28 14:45 | modify | 96 | 0.10 | 1.04690 | 1.04647 | 1.04540 | ||
| 241 | 2009.12.28 14:50 | t/p | 96 | 0.10 | 1.04540 | 1.04647 | 1.04540 | 14.35 | 9379.63 |
| 242 | 2009.12.29 21:00 | buy | 97 | 0.10 | 1.04395 | 1.04245 | 1.04545 | ||
| 243 | 2009.12.29 21:20 | s/l | 97 | 0.10 | 1.04245 | 1.04245 | 1.04545 | -14.39 | 9365.24 |
| 244 | 2009.12.29 21:20 | buy | 98 | 0.10 | 1.04288 | 1.04138 | 1.04438 | ||
| 245 | 2009.12.29 21:45 | modify | 98 | 0.10 | 1.04288 | 1.04314 | 1.04438 | ||
| 246 | 2009.12.29 21:50 | modify | 98 | 0.10 | 1.04288 | 1.04376 | 1.04438 | ||
| 247 | 2009.12.29 21:52 | s/l | 98 | 0.10 | 1.04376 | 1.04376 | 1.04438 | 8.44 | 9373.68 |
| 248 | 2009.12.29 21:52 | buy | 99 | 0.10 | 1.04453 | 1.04303 | 1.04603 | ||
| 249 | 2009.12.29 22:20 | s/l | 99 | 0.10 | 1.04303 | 1.04303 | 1.04603 | -14.38 | 9359.30 |
| 250 | 2009.12.31 09:00 | sell | 100 | 0.10 | 1.05035 | 1.05185 | 1.04885 | ||
| 251 | 2009.12.31 09:20 | modify | 100 | 0.10 | 1.05035 | 1.04986 | 1.04885 | ||
| 252 | 2009.12.31 09:27 | s/l | 100 | 0.10 | 1.04986 | 1.04986 | 1.04885 | 4.66 | 9363.96 |
| 253 | 2009.12.31 09:27 | sell | 101 | 0.10 | 1.04937 | 1.05087 | 1.04787 | ||
| 254 | 2009.12.31 09:50 | modify | 101 | 0.10 | 1.04937 | 1.04867 | 1.04787 | ||
| 255 | 2009.12.31 09:57 | s/l | 101 | 0.10 | 1.04867 | 1.04867 | 1.04787 | 6.67 | 9370.63 |
| 256 | 2009.12.31 09:57 | sell | 102 | 0.10 | 1.04827 | 1.04977 | 1.04677 | ||
| 257 | 2009.12.31 10:10 | s/l | 102 | 0.10 | 1.04977 | 1.04977 | 1.04677 | -14.29 | 9356.34 |