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 | MaximumRisk=0.15; MaxOrders=3; MaxLots=5; macd__1=1; macd__2=1; macd__3=1; macd__4=1; macd__5=1; macd__6=1; macd__7=1; macd__8=1; macd__9=1; macd__10=1; macd__11=1; macd__12=1; TakeProfit=300; StopLoss=45; TrailingStop=5; MACDOpenLevel=6; MACDCloseLevel=50; MATrendPeriod=11; MACDf=194; MACDs=475; MACDsig=45; TakeProfit_2=90; StopLoss_2=175; TrailingStop_2=15; MACDOpenLevel_2=7; MACDCloseLevel_2=83; MATrendPeriod_2=44; MACDf_2=67; MACDs_2=316; MACDsig_2=39; TakeProfit_3=95; StopLoss_3=195; TrailingStop_3=100; MACDOpenLevel_3=14; MACDCloseLevel_3=87; MATrendPeriod_3=50; MACDf_3=10; MACDs_3=436; MACDsig_3=28; TakeProfit_4=50; StopLoss_4=95; TrailingStop_4=95; MACDOpenLevel_4=54; MACDCloseLevel_4=93; MATrendPeriod_4=65; MACDf_4=181; MACDs_4=482; MACDsig_4=36; TakeProfit_5=265; StopLoss_5=185; TrailingStop_5=20; MACDOpenLevel_5=18; MACDCloseLevel_5=24; MATrendPeriod_5=24; MACDf_5=27; MACDs_5=459; MACDsig_5=79; TakeProfit_6=80; StopLoss_6=190; TrailingStop_6=70; MACDOpenLevel_6=75; MACDCloseLevel_6=104; MATrendPeriod_6=40; MACDf_6=3; MACDs_6=260; MACDsig_6=40; TakeProfit_7=285; StopLoss_7=50; TrailingStop_7=10; MACDOpenLevel_7=102; MACDCloseLevel_7=86; MATrendPeriod_7=69; MACDf_7=77; MACDs_7=67; MACDsig_7=27; TakeProfit_8=25; StopLoss_8=145; TrailingStop_8=100; MACDOpenLevel_8=36; MACDCloseLevel_8=136; MATrendPeriod_8=1; MACDf_8=116; MACDs_8=430; MACDsig_8=9; TakeProfit_9=75; StopLoss_9=105; TrailingStop_9=35; MACDOpenLevel_9=54; MACDCloseLevel_9=93; MATrendPeriod_9=68; MACDf_9=181; MACDs_9=482; MACDsig_9=36; TakeProfit_10=175; StopLoss_10=190; TrailingStop_10=50; MACDOpenLevel_10=44; MACDCloseLevel_10=54; MATrendPeriod_10=55; MACDf_10=12; MACDs_10=26; MACDsig_10=9; TakeProfit_11=285; StopLoss_11=200; TrailingStop_11=40; MACDOpenLevel_11=121; MACDCloseLevel_11=64; MATrendPeriod_11=53; MACDf_11=13; MACDs_11=435; MACDsig_11=47; TakeProfit_12=75; StopLoss_12=10; TrailingStop_12=15; MACDOpenLevel_12=21; MACDCloseLevel_12=39; MATrendPeriod_12=89; MACDf_12=24; MACDs_12=52; MACDsig_12=18; Magic_1=1001001; Magic_2=1001002; Magic_3=1001003; Magic_4=1001004; Magic_5=1001005; Magic_6=1001006; Magic_7=1001007; Magic_8=1001008; Magic_9=1001009; Magic_10=1001010; Magic_11=1001011; Magic_12=1001012; ProfitTrailing=false; TrailingStep=7; raz=5; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -101.19 | Gross profit | 638.21 | Gross loss | -739.40 |
| Profit factor | 0.86 | Expected payoff | -1.84 | ||
| Absolute drawdown | 256.23 | Maximal drawdown | 258.51 (2.58%) | Relative drawdown | 2.58% (258.51) |
| Total trades | 55 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 40 (47.50%) |
| Profit trades (% of total) | 25 (45.45%) | Loss trades (% of total) | 30 (54.55%) | ||
| Largest | profit trade | 75.66 | loss trade | -52.76 | |
| Average | profit trade | 25.53 | loss trade | -24.65 | |
| Maximum | consecutive wins (profit in money) | 4 (84.82) | consecutive losses (loss in money) | 5 (-104.45) | |
| Maximal | consecutive profit (count of wins) | 123.72 (3) | consecutive loss (count of losses) | -112.98 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 23:00 | buy | 1 | 0.30 | 1.05106 | 1.04906 | 1.05391 | ||
| 2 | 2009.12.02 23:00 | modify | 1 | 0.30 | 1.05106 | 1.05044 | 1.05391 | ||
| 3 | 2009.12.02 23:02 | modify | 1 | 0.30 | 1.05106 | 1.05069 | 1.05391 | ||
| 4 | 2009.12.02 23:20 | s/l | 1 | 0.30 | 1.05069 | 1.05069 | 1.05391 | -10.57 | 9989.43 |
| 5 | 2009.12.03 05:00 | sell | 2 | 0.30 | 1.04833 | 1.05023 | 1.04658 | ||
| 6 | 2009.12.03 05:00 | modify | 2 | 0.30 | 1.04833 | 1.04905 | 1.04658 | ||
| 7 | 2009.12.03 05:07 | modify | 2 | 0.30 | 1.04833 | 1.04892 | 1.04658 | ||
| 8 | 2009.12.03 05:10 | s/l | 2 | 0.30 | 1.04892 | 1.04892 | 1.04658 | -16.87 | 9972.56 |
| 9 | 2009.12.03 08:00 | sell | 3 | 0.30 | 1.04819 | 1.05009 | 1.04644 | ||
| 10 | 2009.12.03 08:00 | modify | 3 | 0.30 | 1.04819 | 1.04891 | 1.04644 | ||
| 11 | 2009.12.03 08:10 | s/l | 3 | 0.30 | 1.04891 | 1.04891 | 1.04644 | -20.59 | 9951.97 |
| 12 | 2009.12.03 15:00 | buy | 4 | 0.30 | 1.05462 | 1.05317 | 1.05487 | ||
| 13 | 2009.12.03 15:00 | buy | 5 | 0.30 | 1.05462 | 1.05287 | 1.05552 | ||
| 14 | 2009.12.03 15:00 | modify | 4 | 0.30 | 1.05462 | 1.05340 | 1.05487 | ||
| 15 | 2009.12.03 15:02 | s/l | 4 | 0.30 | 1.05340 | 1.05340 | 1.05487 | -34.75 | 9917.22 |
| 16 | 2009.12.03 15:20 | t/p | 5 | 0.30 | 1.05552 | 1.05287 | 1.05552 | 25.56 | 9942.78 |
| 17 | 2009.12.03 16:00 | buy | 6 | 0.30 | 1.05568 | 1.05378 | 1.05648 | ||
| 18 | 2009.12.03 16:00 | modify | 6 | 0.30 | 1.05568 | 1.05476 | 1.05648 | ||
| 19 | 2009.12.03 16:02 | modify | 6 | 0.30 | 1.05568 | 1.05499 | 1.05648 | ||
| 20 | 2009.12.03 16:05 | modify | 6 | 0.30 | 1.05568 | 1.05525 | 1.05648 | ||
| 21 | 2009.12.03 16:10 | t/p | 6 | 0.30 | 1.05648 | 1.05525 | 1.05648 | 22.72 | 9965.50 |
| 22 | 2009.12.03 17:00 | buy | 7 | 0.30 | 1.05459 | 1.05269 | 1.05539 | ||
| 23 | 2009.12.03 17:00 | modify | 7 | 0.30 | 1.05459 | 1.05367 | 1.05539 | ||
| 24 | 2009.12.03 17:10 | s/l | 7 | 0.30 | 1.05367 | 1.05367 | 1.05539 | -26.20 | 9939.30 |
| 25 | 2009.12.03 18:00 | buy | 8 | 0.30 | 1.05406 | 1.05221 | 1.05671 | ||
| 26 | 2009.12.03 18:00 | buy | 9 | 0.30 | 1.05406 | 1.05216 | 1.05486 | ||
| 27 | 2009.12.03 18:00 | modify | 9 | 0.30 | 1.05406 | 1.05314 | 1.05486 | ||
| 28 | 2009.12.03 18:10 | modify | 9 | 0.30 | 1.05406 | 1.05340 | 1.05486 | ||
| 29 | 2009.12.03 18:15 | modify | 9 | 0.30 | 1.05406 | 1.05397 | 1.05486 | ||
| 30 | 2009.12.03 18:20 | t/p | 9 | 0.30 | 1.05486 | 1.05397 | 1.05486 | 22.74 | 9962.04 |
| 31 | 2009.12.03 19:00 | buy | 10 | 0.30 | 1.05310 | 1.05120 | 1.05390 | ||
| 32 | 2009.12.03 19:00 | modify | 10 | 0.30 | 1.05310 | 1.05218 | 1.05390 | ||
| 33 | 2009.12.03 19:05 | modify | 10 | 0.30 | 1.05310 | 1.05235 | 1.05390 | ||
| 34 | 2009.12.03 19:10 | modify | 10 | 0.30 | 1.05310 | 1.05276 | 1.05390 | ||
| 35 | 2009.12.03 19:15 | modify | 10 | 0.30 | 1.05310 | 1.05317 | 1.05390 | ||
| 36 | 2009.12.03 19:20 | t/p | 10 | 0.30 | 1.05390 | 1.05317 | 1.05390 | 22.77 | 9984.81 |
| 37 | 2009.12.03 19:59 | s/l | 8 | 0.30 | 1.05221 | 1.05221 | 1.05671 | -52.76 | 9932.05 |
| 38 | 2009.12.04 00:00 | buy | 11 | 0.30 | 1.05712 | 1.05617 | 1.05762 | ||
| 39 | 2009.12.04 00:00 | buy | 12 | 0.30 | 1.05712 | 1.05607 | 1.05787 | ||
| 40 | 2009.12.04 00:07 | modify | 11 | 0.30 | 1.05712 | 1.05633 | 1.05762 | ||
| 41 | 2009.12.04 00:20 | s/l | 11 | 0.30 | 1.05633 | 1.05633 | 1.05762 | -22.44 | 9909.61 |
| 42 | 2009.12.04 00:20 | s/l | 12 | 0.30 | 1.05607 | 1.05607 | 1.05787 | -29.83 | 9879.78 |
| 43 | 2009.12.04 20:00 | buy | 13 | 0.30 | 1.05716 | 1.05571 | 1.05741 | ||
| 44 | 2009.12.04 20:00 | buy | 14 | 0.29 | 1.05716 | 1.05526 | 1.05796 | ||
| 45 | 2009.12.04 20:00 | modify | 13 | 0.30 | 1.05716 | 1.05594 | 1.05741 | ||
| 46 | 2009.12.04 20:00 | modify | 14 | 0.29 | 1.05716 | 1.05624 | 1.05796 | ||
| 47 | 2009.12.04 20:10 | modify | 13 | 0.30 | 1.05716 | 1.05621 | 1.05741 | ||
| 48 | 2009.12.04 20:10 | modify | 14 | 0.29 | 1.05716 | 1.05651 | 1.05796 | ||
| 49 | 2009.12.04 20:15 | t/p | 13 | 0.30 | 1.05741 | 1.05621 | 1.05741 | 7.09 | 9886.87 |
| 50 | 2009.12.04 20:15 | modify | 14 | 0.29 | 1.05716 | 1.05690 | 1.05796 | ||
| 51 | 2009.12.04 20:20 | t/p | 14 | 0.29 | 1.05796 | 1.05690 | 1.05796 | 21.93 | 9908.80 |
| 52 | 2009.12.04 21:00 | buy | 15 | 0.30 | 1.05950 | 1.05760 | 1.06030 | ||
| 53 | 2009.12.04 21:00 | modify | 15 | 0.30 | 1.05950 | 1.05858 | 1.06030 | ||
| 54 | 2009.12.04 21:07 | modify | 15 | 0.30 | 1.05950 | 1.05877 | 1.06030 | ||
| 55 | 2009.12.04 21:10 | s/l | 15 | 0.30 | 1.05877 | 1.05877 | 1.06030 | -20.69 | 9888.11 |
| 56 | 2009.12.04 22:00 | buy | 16 | 0.30 | 1.05808 | 1.05618 | 1.05888 | ||
| 57 | 2009.12.04 22:00 | buy | 17 | 0.29 | 1.05808 | 1.05613 | 1.05903 | ||
| 58 | 2009.12.04 22:00 | modify | 16 | 0.30 | 1.05808 | 1.05716 | 1.05888 | ||
| 59 | 2009.12.04 22:00 | modify | 17 | 0.29 | 1.05808 | 1.05686 | 1.05903 | ||
| 60 | 2009.12.04 22:16 | s/l | 16 | 0.30 | 1.05716 | 1.05716 | 1.05888 | -26.12 | 9861.99 |
| 61 | 2009.12.04 22:45 | modify | 17 | 0.29 | 1.05808 | 1.05700 | 1.05903 | ||
| 62 | 2009.12.04 22:50 | modify | 17 | 0.29 | 1.05808 | 1.05724 | 1.05903 | ||
| 63 | 2009.12.07 00:00 | s/l | 17 | 0.29 | 1.05724 | 1.05724 | 1.05903 | -23.27 | 9838.72 |
| 64 | 2009.12.08 13:00 | buy | 18 | 0.30 | 1.05467 | 1.05322 | 1.05492 | ||
| 65 | 2009.12.08 13:00 | buy | 19 | 0.29 | 1.05467 | 1.05282 | 1.05732 | ||
| 66 | 2009.12.08 13:00 | modify | 18 | 0.30 | 1.05467 | 1.05345 | 1.05492 | ||
| 67 | 2009.12.08 13:02 | modify | 18 | 0.30 | 1.05467 | 1.05386 | 1.05492 | ||
| 68 | 2009.12.08 13:07 | t/p | 18 | 0.30 | 1.05492 | 1.05386 | 1.05492 | 7.10 | 9845.82 |
| 69 | 2009.12.08 13:20 | s/l | 19 | 0.29 | 1.05282 | 1.05282 | 1.05732 | -50.99 | 9794.83 |
| 70 | 2009.12.08 15:00 | buy | 20 | 0.29 | 1.05731 | 1.05636 | 1.05781 | ||
| 71 | 2009.12.08 15:00 | buy | 21 | 0.29 | 1.05731 | 1.05626 | 1.05806 | ||
| 72 | 2009.12.08 15:10 | t/p | 20 | 0.29 | 1.05781 | 1.05636 | 1.05781 | 13.71 | 9808.54 |
| 73 | 2009.12.08 15:15 | t/p | 21 | 0.29 | 1.05806 | 1.05626 | 1.05806 | 20.54 | 9829.08 |
| 74 | 2009.12.08 16:00 | buy | 22 | 0.29 | 1.05968 | 1.05793 | 1.06058 | ||
| 75 | 2009.12.08 16:00 | buy | 23 | 0.29 | 1.05968 | 1.05773 | 1.06063 | ||
| 76 | 2009.12.08 16:00 | modify | 23 | 0.29 | 1.05968 | 1.05846 | 1.06063 | ||
| 77 | 2009.12.08 16:02 | modify | 23 | 0.29 | 1.05968 | 1.05863 | 1.06063 | ||
| 78 | 2009.12.08 16:05 | modify | 23 | 0.29 | 1.05968 | 1.05883 | 1.06063 | ||
| 79 | 2009.12.08 16:10 | modify | 23 | 0.29 | 1.05968 | 1.05941 | 1.06063 | ||
| 80 | 2009.12.08 16:15 | t/p | 22 | 0.29 | 1.06058 | 1.05793 | 1.06058 | 24.60 | 9853.68 |
| 81 | 2009.12.08 16:15 | t/p | 23 | 0.29 | 1.06063 | 1.05941 | 1.06063 | 25.97 | 9879.65 |
| 82 | 2009.12.09 17:00 | sell | 24 | 0.30 | 1.05478 | 1.05673 | 1.05383 | ||
| 83 | 2009.12.09 17:00 | modify | 24 | 0.30 | 1.05478 | 1.05600 | 1.05383 | ||
| 84 | 2009.12.09 17:02 | modify | 24 | 0.30 | 1.05478 | 1.05561 | 1.05383 | ||
| 85 | 2009.12.09 17:07 | modify | 24 | 0.30 | 1.05478 | 1.05545 | 1.05383 | ||
| 86 | 2009.12.09 17:15 | s/l | 24 | 0.30 | 1.05545 | 1.05545 | 1.05383 | -19.04 | 9860.61 |
| 87 | 2009.12.09 23:00 | sell | 25 | 0.30 | 1.05455 | 1.05655 | 1.05170 | ||
| 88 | 2009.12.09 23:00 | modify | 25 | 0.30 | 1.05455 | 1.05517 | 1.05170 | ||
| 89 | 2009.12.09 23:06 | modify | 25 | 0.30 | 1.05455 | 1.05508 | 1.05170 | ||
| 90 | 2009.12.09 23:13 | modify | 25 | 0.30 | 1.05455 | 1.05494 | 1.05170 | ||
| 91 | 2009.12.09 23:20 | modify | 25 | 0.30 | 1.05455 | 1.05473 | 1.05170 | ||
| 92 | 2009.12.09 23:26 | modify | 25 | 0.30 | 1.05455 | 1.05445 | 1.05170 | ||
| 93 | 2009.12.09 23:30 | modify | 25 | 0.30 | 1.05455 | 1.05406 | 1.05170 | ||
| 94 | 2009.12.09 23:32 | modify | 25 | 0.30 | 1.05455 | 1.05393 | 1.05170 | ||
| 95 | 2009.12.09 23:37 | modify | 25 | 0.30 | 1.05455 | 1.05376 | 1.05170 | ||
| 96 | 2009.12.09 23:40 | s/l | 25 | 0.30 | 1.05376 | 1.05376 | 1.05170 | 22.48 | 9883.09 |
| 97 | 2009.12.10 08:00 | sell | 26 | 0.30 | 1.05532 | 1.05707 | 1.05442 | ||
| 98 | 2009.12.10 08:15 | t/p | 26 | 0.30 | 1.05442 | 1.05707 | 1.05442 | 25.61 | 9908.70 |
| 99 | 2009.12.10 11:00 | sell | 27 | 0.30 | 1.05451 | 1.05636 | 1.05186 | ||
| 100 | 2009.12.10 11:50 | t/p | 27 | 0.30 | 1.05186 | 1.05636 | 1.05186 | 75.63 | 9984.33 |
| 101 | 2009.12.11 17:00 | buy | 28 | 0.30 | 1.05504 | 1.05309 | 1.05599 | ||
| 102 | 2009.12.11 17:00 | modify | 28 | 0.30 | 1.05504 | 1.05382 | 1.05599 | ||
| 103 | 2009.12.11 17:05 | modify | 28 | 0.30 | 1.05504 | 1.05413 | 1.05599 | ||
| 104 | 2009.12.11 17:07 | s/l | 28 | 0.30 | 1.05413 | 1.05413 | 1.05599 | -25.91 | 9958.42 |
| 105 | 2009.12.11 19:00 | buy | 29 | 0.30 | 1.05888 | 1.05743 | 1.05913 | ||
| 106 | 2009.12.11 19:00 | buy | 30 | 0.30 | 1.05888 | 1.05688 | 1.06173 | ||
| 107 | 2009.12.11 19:00 | modify | 29 | 0.30 | 1.05888 | 1.05766 | 1.05913 | ||
| 108 | 2009.12.11 19:00 | modify | 30 | 0.30 | 1.05888 | 1.05826 | 1.06173 | ||
| 109 | 2009.12.11 19:05 | modify | 29 | 0.30 | 1.05888 | 1.05788 | 1.05913 | ||
| 110 | 2009.12.11 19:05 | modify | 30 | 0.30 | 1.05888 | 1.05848 | 1.06173 | ||
| 111 | 2009.12.11 19:10 | t/p | 29 | 0.30 | 1.05913 | 1.05788 | 1.05913 | 7.08 | 9965.50 |
| 112 | 2009.12.11 19:10 | modify | 30 | 0.30 | 1.05888 | 1.05899 | 1.06173 | ||
| 113 | 2009.12.11 19:15 | modify | 30 | 0.30 | 1.05888 | 1.05950 | 1.06173 | ||
| 114 | 2009.12.11 19:20 | modify | 30 | 0.30 | 1.05888 | 1.06001 | 1.06173 | ||
| 115 | 2009.12.11 19:27 | s/l | 30 | 0.30 | 1.06001 | 1.06001 | 1.06173 | 31.99 | 9997.49 |
| 116 | 2009.12.11 20:00 | buy | 31 | 0.30 | 1.06071 | 1.05881 | 1.06151 | ||
| 117 | 2009.12.11 20:00 | modify | 31 | 0.30 | 1.06071 | 1.05979 | 1.06151 | ||
| 118 | 2009.12.11 20:13 | modify | 31 | 0.30 | 1.06071 | 1.05995 | 1.06151 | ||
| 119 | 2009.12.11 20:20 | modify | 31 | 0.30 | 1.06071 | 1.06026 | 1.06151 | ||
| 120 | 2009.12.11 20:26 | modify | 31 | 0.30 | 1.06071 | 1.06056 | 1.06151 | ||
| 121 | 2009.12.11 20:32 | t/p | 31 | 0.30 | 1.06151 | 1.06056 | 1.06151 | 22.60 | 10020.09 |
| 122 | 2009.12.11 21:00 | buy | 32 | 0.30 | 1.06087 | 1.05897 | 1.06167 | ||
| 123 | 2009.12.11 21:00 | modify | 32 | 0.30 | 1.06087 | 1.05995 | 1.06167 | ||
| 124 | 2009.12.11 21:02 | modify | 32 | 0.30 | 1.06087 | 1.06016 | 1.06167 | ||
| 125 | 2009.12.11 21:40 | s/l | 32 | 0.30 | 1.06016 | 1.06016 | 1.06167 | -20.09 | 10000.00 |
| 126 | 2009.12.11 22:00 | buy | 33 | 0.30 | 1.05989 | 1.05799 | 1.06069 | ||
| 127 | 2009.12.11 22:00 | modify | 33 | 0.30 | 1.05989 | 1.05897 | 1.06069 | ||
| 128 | 2009.12.11 22:10 | modify | 33 | 0.30 | 1.05989 | 1.05955 | 1.06069 | ||
| 129 | 2009.12.11 22:15 | t/p | 33 | 0.30 | 1.06069 | 1.05955 | 1.06069 | 22.62 | 10022.62 |
| 130 | 2009.12.14 01:00 | buy | 34 | 0.30 | 1.05888 | 1.05793 | 1.05938 | ||
| 131 | 2009.12.14 01:00 | buy | 35 | 0.30 | 1.05888 | 1.05783 | 1.05963 | ||
| 132 | 2009.12.14 01:02 | modify | 34 | 0.30 | 1.05888 | 1.05813 | 1.05938 | ||
| 133 | 2009.12.14 01:07 | modify | 34 | 0.30 | 1.05888 | 1.05825 | 1.05938 | ||
| 134 | 2009.12.14 01:20 | s/l | 34 | 0.30 | 1.05825 | 1.05825 | 1.05938 | -17.87 | 10004.75 |
| 135 | 2009.12.14 01:37 | s/l | 35 | 0.30 | 1.05783 | 1.05783 | 1.05963 | -29.78 | 9974.97 |
| 136 | 2009.12.14 02:00 | buy | 36 | 0.30 | 1.05965 | 1.05790 | 1.06055 | ||
| 137 | 2009.12.14 04:15 | t/p | 36 | 0.30 | 1.06055 | 1.05790 | 1.06055 | 25.44 | 10000.41 |
| 138 | 2009.12.16 11:00 | sell | 37 | 0.30 | 1.05894 | 1.06089 | 1.05799 | ||
| 139 | 2009.12.16 11:00 | sell | 38 | 0.30 | 1.05894 | 1.06094 | 1.05609 | ||
| 140 | 2009.12.16 11:00 | modify | 37 | 0.30 | 1.05894 | 1.06016 | 1.05799 | ||
| 141 | 2009.12.16 11:00 | modify | 38 | 0.30 | 1.05894 | 1.05956 | 1.05609 | ||
| 142 | 2009.12.16 11:02 | modify | 37 | 0.30 | 1.05894 | 1.05978 | 1.05799 | ||
| 143 | 2009.12.16 11:02 | modify | 38 | 0.30 | 1.05894 | 1.05918 | 1.05609 | ||
| 144 | 2009.12.16 11:07 | modify | 37 | 0.30 | 1.05894 | 1.05948 | 1.05799 | ||
| 145 | 2009.12.16 11:07 | modify | 38 | 0.30 | 1.05894 | 1.05888 | 1.05609 | ||
| 146 | 2009.12.16 11:10 | s/l | 37 | 0.30 | 1.05948 | 1.05948 | 1.05799 | -15.28 | 9985.13 |
| 147 | 2009.12.16 11:10 | s/l | 38 | 0.30 | 1.05888 | 1.05888 | 1.05609 | 1.70 | 9986.83 |
| 148 | 2009.12.18 06:00 | sell | 39 | 0.30 | 1.06568 | 1.06763 | 1.06473 | ||
| 149 | 2009.12.18 06:00 | modify | 39 | 0.30 | 1.06568 | 1.06690 | 1.06473 | ||
| 150 | 2009.12.18 06:15 | s/l | 39 | 0.30 | 1.06690 | 1.06690 | 1.06473 | -34.30 | 9952.53 |
| 151 | 2009.12.18 14:00 | sell | 40 | 0.30 | 1.06524 | 1.06724 | 1.06239 | ||
| 152 | 2009.12.18 14:00 | modify | 40 | 0.30 | 1.06524 | 1.06586 | 1.06239 | ||
| 153 | 2009.12.18 14:02 | s/l | 40 | 0.30 | 1.06586 | 1.06586 | 1.06239 | -17.43 | 9935.10 |
| 154 | 2009.12.18 20:00 | buy | 41 | 0.30 | 1.06646 | 1.06456 | 1.06821 | ||
| 155 | 2009.12.18 20:00 | modify | 41 | 0.30 | 1.06646 | 1.06574 | 1.06821 | ||
| 156 | 2009.12.18 20:02 | modify | 41 | 0.30 | 1.06646 | 1.06595 | 1.06821 | ||
| 157 | 2009.12.18 20:07 | modify | 41 | 0.30 | 1.06646 | 1.06603 | 1.06821 | ||
| 158 | 2009.12.18 20:15 | s/l | 41 | 0.30 | 1.06603 | 1.06603 | 1.06821 | -12.10 | 9923.00 |
| 159 | 2009.12.21 05:00 | sell | 42 | 0.30 | 1.06616 | 1.06791 | 1.06526 | ||
| 160 | 2009.12.21 08:45 | s/l | 42 | 0.30 | 1.06791 | 1.06791 | 1.06526 | -49.15 | 9873.85 |
| 161 | 2009.12.21 13:00 | sell | 43 | 0.30 | 1.06085 | 1.06230 | 1.06060 | ||
| 162 | 2009.12.21 13:00 | sell | 44 | 0.29 | 1.06085 | 1.06270 | 1.05820 | ||
| 163 | 2009.12.21 13:00 | modify | 43 | 0.30 | 1.06085 | 1.06207 | 1.06060 | ||
| 164 | 2009.12.21 13:02 | modify | 43 | 0.30 | 1.06085 | 1.06194 | 1.06060 | ||
| 165 | 2009.12.21 13:05 | t/p | 43 | 0.30 | 1.06060 | 1.06194 | 1.06060 | 7.07 | 9880.92 |
| 166 | 2009.12.21 13:20 | t/p | 44 | 0.29 | 1.05820 | 1.06270 | 1.05820 | 72.74 | 9953.66 |
| 167 | 2009.12.21 17:00 | sell | 45 | 0.30 | 1.05769 | 1.05864 | 1.05719 | ||
| 168 | 2009.12.21 17:00 | sell | 46 | 0.30 | 1.05769 | 1.05874 | 1.05694 | ||
| 169 | 2009.12.21 17:10 | s/l | 45 | 0.30 | 1.05864 | 1.05864 | 1.05719 | -26.90 | 9926.76 |
| 170 | 2009.12.21 17:10 | s/l | 46 | 0.30 | 1.05874 | 1.05874 | 1.05694 | -29.73 | 9897.03 |
| 171 | 2009.12.30 03:00 | buy | 47 | 0.30 | 1.04636 | 1.04436 | 1.04921 | ||
| 172 | 2009.12.30 03:00 | modify | 47 | 0.30 | 1.04636 | 1.04574 | 1.04921 | ||
| 173 | 2009.12.30 03:05 | modify | 47 | 0.30 | 1.04636 | 1.04581 | 1.04921 | ||
| 174 | 2009.12.30 03:10 | modify | 47 | 0.30 | 1.04636 | 1.04597 | 1.04921 | ||
| 175 | 2009.12.30 03:15 | modify | 47 | 0.30 | 1.04636 | 1.04612 | 1.04921 | ||
| 176 | 2009.12.30 03:20 | modify | 47 | 0.30 | 1.04636 | 1.04628 | 1.04921 | ||
| 177 | 2009.12.30 03:40 | s/l | 47 | 0.30 | 1.04628 | 1.04628 | 1.04921 | -2.29 | 9894.74 |
| 178 | 2009.12.30 06:00 | buy | 48 | 0.30 | 1.05073 | 1.04928 | 1.05098 | ||
| 179 | 2009.12.30 06:00 | modify | 48 | 0.30 | 1.05073 | 1.04951 | 1.05098 | ||
| 180 | 2009.12.30 06:05 | modify | 48 | 0.30 | 1.05073 | 1.04959 | 1.05098 | ||
| 181 | 2009.12.30 06:10 | modify | 48 | 0.30 | 1.05073 | 1.04992 | 1.05098 | ||
| 182 | 2009.12.30 06:15 | t/p | 48 | 0.30 | 1.05098 | 1.04992 | 1.05098 | 7.13 | 9901.87 |
| 183 | 2009.12.30 09:00 | buy | 49 | 0.30 | 1.04788 | 1.04603 | 1.05053 | ||
| 184 | 2009.12.30 09:00 | buy | 50 | 0.30 | 1.04788 | 1.04613 | 1.04878 | ||
| 185 | 2009.12.30 12:45 | t/p | 50 | 0.30 | 1.04878 | 1.04613 | 1.04878 | 25.73 | 9927.60 |
| 186 | 2009.12.30 15:10 | t/p | 49 | 0.30 | 1.05053 | 1.04603 | 1.05053 | 75.66 | 10003.26 |
| 187 | 2009.12.30 20:00 | buy | 51 | 0.30 | 1.05442 | 1.05252 | 1.05522 | ||
| 188 | 2009.12.30 20:00 | modify | 51 | 0.30 | 1.05442 | 1.05350 | 1.05522 | ||
| 189 | 2009.12.30 20:07 | s/l | 51 | 0.30 | 1.05350 | 1.05350 | 1.05522 | -26.20 | 9977.06 |
| 190 | 2009.12.30 21:00 | buy | 52 | 0.30 | 1.05562 | 1.05372 | 1.05642 | ||
| 191 | 2009.12.30 21:00 | modify | 52 | 0.30 | 1.05562 | 1.05470 | 1.05642 | ||
| 192 | 2009.12.30 21:02 | modify | 52 | 0.30 | 1.05562 | 1.05499 | 1.05642 | ||
| 193 | 2009.12.30 22:00 | buy | 53 | 0.30 | 1.05555 | 1.05460 | 1.05605 | ||
| 194 | 2009.12.30 22:00 | buy | 54 | 0.30 | 1.05555 | 1.05450 | 1.05630 | ||
| 195 | 2009.12.30 22:10 | s/l | 52 | 0.30 | 1.05499 | 1.05499 | 1.05642 | -17.92 | 9959.14 |
| 196 | 2009.12.30 22:16 | s/l | 53 | 0.30 | 1.05460 | 1.05460 | 1.05605 | -27.03 | 9932.11 |
| 197 | 2009.12.30 22:16 | s/l | 54 | 0.30 | 1.05450 | 1.05450 | 1.05630 | -29.88 | 9902.23 |
| 198 | 2009.12.30 23:00 | buy | 55 | 0.30 | 1.05529 | 1.05339 | 1.05609 | ||
| 199 | 2009.12.30 23:00 | modify | 55 | 0.30 | 1.05529 | 1.05437 | 1.05609 | ||
| 200 | 2009.12.30 23:20 | modify | 55 | 0.30 | 1.05529 | 1.05452 | 1.05609 | ||
| 201 | 2009.12.30 23:26 | modify | 55 | 0.30 | 1.05529 | 1.05481 | 1.05609 | ||
| 202 | 2009.12.30 23:33 | modify | 55 | 0.30 | 1.05529 | 1.05509 | 1.05609 | ||
| 203 | 2009.12.30 23:40 | modify | 55 | 0.30 | 1.05529 | 1.05517 | 1.05609 | ||
| 204 | 2009.12.30 23:59 | s/l | 55 | 0.30 | 1.05517 | 1.05517 | 1.05609 | -3.42 | 9898.81 |