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 | MMType=1; UseClose=false; UseAdd=true; LotExponent=1.667; slip=3; Lots=0.1; LotsDigits=2; TakeProfit=7; PipStep=17; MaxTrades=10; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=false; UseTimeOut=false; MaxTradeOpenHours=0; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 150.39 | Gross profit | 484.98 | Gross loss | -334.58 |
Profit factor | 1.45 | Expected payoff | 1.98 | ||
Absolute drawdown | 158.01 | Maximal drawdown | 304.74 (3.00%) | Relative drawdown | 3.00% (304.74) |
Total trades | 76 | Short positions (won %) | 65 (47.69%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 38 (50.00%) | Loss trades (% of total) | 38 (50.00%) | ||
Largest | profit trade | 92.40 | loss trade | -40.41 | |
Average | profit trade | 12.76 | loss trade | -8.80 | |
Maximum | consecutive wins (profit in money) | 3 (112.47) | consecutive losses (loss in money) | 3 (-65.23) | |
Maximal | consecutive profit (count of wins) | 112.47 (3) | consecutive loss (count of losses) | -65.23 (3) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 0.10 | 1.05597 | 0.00000 | 0.00000 | ||
2 | 2009.12.03 23:00 | sell | 2 | 0.10 | 1.05714 | 0.00000 | 0.00000 | ||
3 | 2009.12.03 23:00 | modify | 2 | 0.10 | 1.05714 | 0.00000 | 1.05649 | ||
4 | 2009.12.03 23:00 | modify | 1 | 0.10 | 1.05597 | 0.00000 | 1.05649 | ||
5 | 2009.12.04 00:20 | t/p | 1 | 0.10 | 1.05649 | 0.00000 | 1.05649 | -4.98 | 9995.02 |
6 | 2009.12.04 00:20 | t/p | 2 | 0.10 | 1.05649 | 0.00000 | 1.05649 | 6.14 | 10001.16 |
7 | 2009.12.04 01:00 | sell | 3 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 02:00 | sell | 4 | 0.10 | 1.05697 | 0.00000 | 0.00000 | ||
9 | 2009.12.04 02:00 | modify | 4 | 0.10 | 1.05697 | 0.00000 | 1.05635 | ||
10 | 2009.12.04 02:00 | modify | 3 | 0.10 | 1.05586 | 0.00000 | 1.05635 | ||
11 | 2009.12.04 02:20 | t/p | 3 | 0.10 | 1.05635 | 0.00000 | 1.05635 | -4.64 | 9996.52 |
12 | 2009.12.04 02:20 | t/p | 4 | 0.10 | 1.05635 | 0.00000 | 1.05635 | 5.87 | 10002.39 |
13 | 2009.12.04 03:00 | sell | 5 | 0.10 | 1.05621 | 0.00000 | 0.00000 | ||
14 | 2009.12.04 07:00 | sell | 6 | 0.10 | 1.05718 | 0.00000 | 0.00000 | ||
15 | 2009.12.04 07:00 | modify | 6 | 0.10 | 1.05718 | 0.00000 | 1.05663 | ||
16 | 2009.12.04 07:00 | modify | 5 | 0.10 | 1.05621 | 0.00000 | 1.05663 | ||
17 | 2009.12.04 07:20 | t/p | 5 | 0.10 | 1.05663 | 0.00000 | 1.05663 | -3.98 | 9998.41 |
18 | 2009.12.04 07:20 | t/p | 6 | 0.10 | 1.05663 | 0.00000 | 1.05663 | 5.20 | 10003.61 |
19 | 2009.12.04 08:00 | sell | 7 | 0.10 | 1.05529 | 0.00000 | 0.00000 | ||
20 | 2009.12.04 20:00 | sell | 8 | 0.10 | 1.05694 | 0.00000 | 0.00000 | ||
21 | 2009.12.04 20:00 | modify | 8 | 0.10 | 1.05694 | 0.00000 | 1.05605 | ||
22 | 2009.12.04 20:00 | modify | 7 | 0.10 | 1.05529 | 0.00000 | 1.05605 | ||
23 | 2009.12.04 21:00 | sell | 9 | 0.17 | 1.05928 | 0.00000 | 0.00000 | ||
24 | 2009.12.04 21:00 | modify | 9 | 0.17 | 1.05928 | 0.00000 | 1.05750 | ||
25 | 2009.12.04 21:00 | modify | 8 | 0.10 | 1.05694 | 0.00000 | 1.05750 | ||
26 | 2009.12.04 21:00 | modify | 7 | 0.10 | 1.05529 | 0.00000 | 1.05750 | ||
27 | 2009.12.04 21:20 | t/p | 7 | 0.10 | 1.05750 | 0.00000 | 1.05750 | -20.91 | 9982.70 |
28 | 2009.12.04 21:20 | t/p | 8 | 0.10 | 1.05750 | 0.00000 | 1.05750 | -5.30 | 9977.40 |
29 | 2009.12.04 21:20 | t/p | 9 | 0.17 | 1.05750 | 0.00000 | 1.05750 | 28.63 | 10006.03 |
30 | 2009.12.04 22:00 | sell | 10 | 0.10 | 1.05786 | 0.00000 | 0.00000 | ||
31 | 2009.12.07 10:00 | sell | 11 | 0.10 | 1.06387 | 0.00000 | 0.00000 | ||
32 | 2009.12.07 10:00 | modify | 11 | 0.10 | 1.06387 | 0.00000 | 1.06080 | ||
33 | 2009.12.07 10:00 | modify | 10 | 0.10 | 1.05786 | 0.00000 | 1.06080 | ||
34 | 2009.12.07 10:20 | t/p | 10 | 0.10 | 1.06080 | 0.00000 | 1.06080 | -27.73 | 9978.30 |
35 | 2009.12.07 10:20 | t/p | 11 | 0.10 | 1.06080 | 0.00000 | 1.06080 | 28.94 | 10007.24 |
36 | 2009.12.07 11:00 | sell | 12 | 0.10 | 1.05911 | 0.00000 | 0.00000 | ||
37 | 2009.12.07 12:00 | sell | 13 | 0.10 | 1.06120 | 0.00000 | 0.00000 | ||
38 | 2009.12.07 12:00 | modify | 13 | 0.10 | 1.06120 | 0.00000 | 1.06009 | ||
39 | 2009.12.07 12:00 | modify | 12 | 0.10 | 1.05911 | 0.00000 | 1.06009 | ||
40 | 2009.12.07 13:00 | sell | 14 | 0.17 | 1.06257 | 0.00000 | 0.00000 | ||
41 | 2009.12.07 13:00 | modify | 14 | 0.17 | 1.06257 | 0.00000 | 1.06119 | ||
42 | 2009.12.07 13:00 | modify | 13 | 0.10 | 1.06120 | 0.00000 | 1.06119 | ||
43 | 2009.12.07 13:00 | modify | 12 | 0.10 | 1.05911 | 0.00000 | 1.06119 | ||
44 | 2009.12.07 13:20 | t/p | 12 | 0.10 | 1.06119 | 0.00000 | 1.06119 | -19.60 | 9987.64 |
45 | 2009.12.07 13:20 | t/p | 13 | 0.10 | 1.06119 | 0.00000 | 1.06119 | 0.10 | 9987.74 |
46 | 2009.12.07 13:20 | t/p | 14 | 0.17 | 1.06119 | 0.00000 | 1.06119 | 22.11 | 10009.85 |
47 | 2009.12.07 14:00 | sell | 15 | 0.10 | 1.05909 | 0.00000 | 0.00000 | ||
48 | 2009.12.08 16:00 | sell | 16 | 0.10 | 1.05946 | 0.00000 | 0.00000 | ||
49 | 2009.12.08 16:00 | modify | 16 | 0.10 | 1.05946 | 0.00000 | 1.05921 | ||
50 | 2009.12.08 16:00 | modify | 15 | 0.10 | 1.05909 | 0.00000 | 1.05921 | ||
51 | 2009.12.08 17:00 | sell | 17 | 0.17 | 1.06018 | 0.00000 | 0.00000 | ||
52 | 2009.12.08 17:00 | modify | 17 | 0.17 | 1.06018 | 0.00000 | 1.05962 | ||
53 | 2009.12.08 17:00 | modify | 16 | 0.10 | 1.05946 | 0.00000 | 1.05962 | ||
54 | 2009.12.08 17:00 | modify | 15 | 0.10 | 1.05909 | 0.00000 | 1.05962 | ||
55 | 2009.12.08 17:20 | t/p | 15 | 0.10 | 1.05962 | 0.00000 | 1.05962 | -5.01 | 10004.84 |
56 | 2009.12.08 17:20 | t/p | 16 | 0.10 | 1.05962 | 0.00000 | 1.05962 | -1.51 | 10003.33 |
57 | 2009.12.08 17:20 | t/p | 17 | 0.17 | 1.05962 | 0.00000 | 1.05962 | 8.99 | 10012.32 |
58 | 2009.12.08 18:00 | sell | 18 | 0.10 | 1.05988 | 0.00000 | 0.00000 | ||
59 | 2009.12.08 19:00 | sell | 19 | 0.10 | 1.06159 | 0.00000 | 0.00000 | ||
60 | 2009.12.08 19:00 | modify | 19 | 0.10 | 1.06159 | 0.00000 | 1.06067 | ||
61 | 2009.12.08 19:00 | modify | 18 | 0.10 | 1.05988 | 0.00000 | 1.06067 | ||
62 | 2009.12.08 20:00 | sell | 20 | 0.17 | 1.06415 | 0.00000 | 0.00000 | ||
63 | 2009.12.08 20:00 | modify | 20 | 0.17 | 1.06415 | 0.00000 | 1.06223 | ||
64 | 2009.12.08 20:00 | modify | 19 | 0.10 | 1.06159 | 0.00000 | 1.06223 | ||
65 | 2009.12.08 20:00 | modify | 18 | 0.10 | 1.05988 | 0.00000 | 1.06223 | ||
66 | 2009.12.08 21:00 | sell | 21 | 0.28 | 1.06683 | 0.00000 | 0.00000 | ||
67 | 2009.12.08 21:00 | modify | 21 | 0.28 | 1.06683 | 0.00000 | 1.06418 | ||
68 | 2009.12.08 21:00 | modify | 20 | 0.17 | 1.06415 | 0.00000 | 1.06418 | ||
69 | 2009.12.08 21:00 | modify | 19 | 0.10 | 1.06159 | 0.00000 | 1.06418 | ||
70 | 2009.12.08 21:00 | modify | 18 | 0.10 | 1.05988 | 0.00000 | 1.06418 | ||
71 | 2009.12.08 21:45 | t/p | 18 | 0.10 | 1.06418 | 0.00000 | 1.06418 | -40.41 | 9971.91 |
72 | 2009.12.08 21:45 | t/p | 19 | 0.10 | 1.06418 | 0.00000 | 1.06418 | -24.34 | 9947.57 |
73 | 2009.12.08 21:45 | t/p | 20 | 0.17 | 1.06418 | 0.00000 | 1.06418 | -0.48 | 9947.09 |
74 | 2009.12.08 21:45 | t/p | 21 | 0.28 | 1.06418 | 0.00000 | 1.06418 | 69.73 | 10016.82 |
75 | 2009.12.08 22:00 | sell | 22 | 0.10 | 1.06368 | 0.00000 | 0.00000 | ||
76 | 2009.12.09 01:00 | sell | 23 | 0.10 | 1.06465 | 0.00000 | 0.00000 | ||
77 | 2009.12.09 01:00 | modify | 23 | 0.10 | 1.06465 | 0.00000 | 1.06410 | ||
78 | 2009.12.09 01:00 | modify | 22 | 0.10 | 1.06368 | 0.00000 | 1.06410 | ||
79 | 2009.12.09 01:15 | t/p | 22 | 0.10 | 1.06410 | 0.00000 | 1.06410 | -3.95 | 10012.88 |
80 | 2009.12.09 01:15 | t/p | 23 | 0.10 | 1.06410 | 0.00000 | 1.06410 | 5.18 | 10018.06 |
81 | 2009.12.09 02:00 | sell | 24 | 0.10 | 1.06356 | 0.00000 | 0.00000 | ||
82 | 2009.12.09 08:00 | sell | 25 | 0.10 | 1.06464 | 0.00000 | 0.00000 | ||
83 | 2009.12.09 08:00 | modify | 25 | 0.10 | 1.06464 | 0.00000 | 1.06403 | ||
84 | 2009.12.09 08:00 | modify | 24 | 0.10 | 1.06356 | 0.00000 | 1.06403 | ||
85 | 2009.12.09 08:15 | t/p | 24 | 0.10 | 1.06403 | 0.00000 | 1.06403 | -4.42 | 10013.64 |
86 | 2009.12.09 08:15 | t/p | 25 | 0.10 | 1.06403 | 0.00000 | 1.06403 | 5.73 | 10019.37 |
87 | 2009.12.09 09:00 | sell | 26 | 0.10 | 1.06323 | 0.00000 | 0.00000 | ||
88 | 2009.12.14 12:00 | sell | 27 | 0.10 | 1.06449 | 0.00000 | 0.00000 | ||
89 | 2009.12.14 12:00 | modify | 27 | 0.10 | 1.06449 | 0.00000 | 1.06379 | ||
90 | 2009.12.14 12:00 | modify | 26 | 0.10 | 1.06323 | 0.00000 | 1.06379 | ||
91 | 2009.12.14 13:00 | sell | 28 | 0.17 | 1.06482 | 0.00000 | 0.00000 | ||
92 | 2009.12.14 13:00 | modify | 28 | 0.17 | 1.06482 | 0.00000 | 1.06423 | ||
93 | 2009.12.14 13:00 | modify | 27 | 0.10 | 1.06449 | 0.00000 | 1.06423 | ||
94 | 2009.12.14 13:00 | modify | 26 | 0.10 | 1.06323 | 0.00000 | 1.06423 | ||
95 | 2009.12.14 13:20 | t/p | 26 | 0.10 | 1.06423 | 0.00000 | 1.06423 | -9.45 | 10009.92 |
96 | 2009.12.14 13:20 | t/p | 27 | 0.10 | 1.06423 | 0.00000 | 1.06423 | 2.44 | 10012.36 |
97 | 2009.12.14 13:20 | t/p | 28 | 0.17 | 1.06423 | 0.00000 | 1.06423 | 9.43 | 10021.79 |
98 | 2009.12.14 14:00 | sell | 29 | 0.10 | 1.06383 | 0.00000 | 0.00000 | ||
99 | 2009.12.14 15:00 | sell | 30 | 0.10 | 1.06544 | 0.00000 | 0.00000 | ||
100 | 2009.12.14 15:00 | modify | 30 | 0.10 | 1.06544 | 0.00000 | 1.06457 | ||
101 | 2009.12.14 15:00 | modify | 29 | 0.10 | 1.06383 | 0.00000 | 1.06457 | ||
102 | 2009.12.14 15:16 | t/p | 29 | 0.10 | 1.06457 | 0.00000 | 1.06457 | -6.95 | 10014.84 |
103 | 2009.12.14 15:16 | t/p | 30 | 0.10 | 1.06457 | 0.00000 | 1.06457 | 8.18 | 10023.02 |
104 | 2009.12.14 16:00 | sell | 31 | 0.10 | 1.06241 | 0.00000 | 0.00000 | ||
105 | 2009.12.15 12:00 | sell | 32 | 0.10 | 1.06268 | 0.00000 | 0.00000 | ||
106 | 2009.12.15 13:00 | sell | 33 | 0.17 | 1.06319 | 0.00000 | 0.00000 | ||
107 | 2009.12.15 13:00 | modify | 33 | 0.17 | 1.06319 | 0.00000 | 1.06277 | ||
108 | 2009.12.15 13:00 | modify | 32 | 0.10 | 1.06268 | 0.00000 | 1.06277 | ||
109 | 2009.12.15 13:00 | modify | 31 | 0.10 | 1.06241 | 0.00000 | 1.06277 | ||
110 | 2009.12.15 14:00 | sell | 34 | 0.28 | 1.06350 | 0.00000 | 0.00000 | ||
111 | 2009.12.15 14:00 | modify | 34 | 0.28 | 1.06350 | 0.00000 | 1.06306 | ||
112 | 2009.12.15 14:00 | modify | 33 | 0.17 | 1.06319 | 0.00000 | 1.06306 | ||
113 | 2009.12.15 14:00 | modify | 32 | 0.10 | 1.06268 | 0.00000 | 1.06306 | ||
114 | 2009.12.15 14:00 | modify | 31 | 0.10 | 1.06241 | 0.00000 | 1.06306 | ||
115 | 2009.12.15 14:15 | t/p | 31 | 0.10 | 1.06306 | 0.00000 | 1.06306 | -6.13 | 10016.89 |
116 | 2009.12.15 14:15 | t/p | 32 | 0.10 | 1.06306 | 0.00000 | 1.06306 | -3.58 | 10013.31 |
117 | 2009.12.15 14:15 | t/p | 33 | 0.17 | 1.06306 | 0.00000 | 1.06306 | 2.08 | 10015.39 |
118 | 2009.12.15 14:15 | t/p | 34 | 0.28 | 1.06306 | 0.00000 | 1.06306 | 11.60 | 10026.99 |
119 | 2009.12.15 15:00 | sell | 35 | 0.10 | 1.06083 | 0.00000 | 0.00000 | ||
120 | 2009.12.15 16:00 | sell | 36 | 0.10 | 1.06146 | 0.00000 | 0.00000 | ||
121 | 2009.12.15 16:00 | modify | 36 | 0.10 | 1.06146 | 0.00000 | 1.06108 | ||
122 | 2009.12.15 16:00 | modify | 35 | 0.10 | 1.06083 | 0.00000 | 1.06108 | ||
123 | 2009.12.15 16:10 | t/p | 35 | 0.10 | 1.06108 | 0.00000 | 1.06108 | -2.36 | 10024.63 |
124 | 2009.12.15 16:10 | t/p | 36 | 0.10 | 1.06108 | 0.00000 | 1.06108 | 3.58 | 10028.21 |
125 | 2009.12.15 17:00 | sell | 37 | 0.10 | 1.05977 | 0.00000 | 0.00000 | ||
126 | 2009.12.15 18:00 | sell | 38 | 0.10 | 1.06207 | 0.00000 | 0.00000 | ||
127 | 2009.12.15 18:00 | modify | 38 | 0.10 | 1.06207 | 0.00000 | 1.06085 | ||
128 | 2009.12.15 18:00 | modify | 37 | 0.10 | 1.05977 | 0.00000 | 1.06085 | ||
129 | 2009.12.15 21:20 | t/p | 37 | 0.10 | 1.06085 | 0.00000 | 1.06085 | -10.18 | 10018.03 |
130 | 2009.12.15 21:20 | t/p | 38 | 0.10 | 1.06085 | 0.00000 | 1.06085 | 11.51 | 10029.54 |
131 | 2009.12.15 22:00 | buy | 39 | 0.10 | 1.06151 | 0.00000 | 0.00000 | ||
132 | 2009.12.15 23:00 | buy | 40 | 0.10 | 1.06106 | 0.00000 | 0.00000 | ||
133 | 2009.12.15 23:00 | modify | 40 | 0.10 | 1.06106 | 0.00000 | 1.06136 | ||
134 | 2009.12.15 23:00 | modify | 39 | 0.10 | 1.06151 | 0.00000 | 1.06136 | ||
135 | 2009.12.16 00:00 | buy | 41 | 0.17 | 1.06085 | 0.00000 | 0.00000 | ||
136 | 2009.12.16 00:00 | modify | 41 | 0.17 | 1.06085 | 0.00000 | 1.06116 | ||
137 | 2009.12.16 00:00 | modify | 40 | 0.10 | 1.06106 | 0.00000 | 1.06116 | ||
138 | 2009.12.16 00:00 | modify | 39 | 0.10 | 1.06151 | 0.00000 | 1.06116 | ||
139 | 2009.12.16 00:20 | t/p | 39 | 0.10 | 1.06116 | 0.00000 | 1.06116 | -3.40 | 10026.14 |
140 | 2009.12.16 00:20 | t/p | 40 | 0.10 | 1.06116 | 0.00000 | 1.06116 | 0.84 | 10026.97 |
141 | 2009.12.16 00:20 | t/p | 41 | 0.17 | 1.06116 | 0.00000 | 1.06116 | 4.97 | 10031.94 |
142 | 2009.12.16 01:00 | sell | 42 | 0.10 | 1.06054 | 0.00000 | 0.00000 | ||
143 | 2009.12.16 03:00 | sell | 43 | 0.10 | 1.06092 | 0.00000 | 0.00000 | ||
144 | 2009.12.16 03:00 | modify | 43 | 0.10 | 1.06092 | 0.00000 | 1.06066 | ||
145 | 2009.12.16 03:00 | modify | 42 | 0.10 | 1.06054 | 0.00000 | 1.06066 | ||
146 | 2009.12.16 03:20 | t/p | 42 | 0.10 | 1.06066 | 0.00000 | 1.06066 | -1.14 | 10030.80 |
147 | 2009.12.16 03:20 | t/p | 43 | 0.10 | 1.06066 | 0.00000 | 1.06066 | 2.45 | 10033.25 |
148 | 2009.12.16 04:00 | sell | 44 | 0.10 | 1.06063 | 0.00000 | 0.00000 | ||
149 | 2009.12.16 05:00 | sell | 45 | 0.10 | 1.06102 | 0.00000 | 0.00000 | ||
150 | 2009.12.16 05:00 | modify | 45 | 0.10 | 1.06102 | 0.00000 | 1.06076 | ||
151 | 2009.12.16 05:00 | modify | 44 | 0.10 | 1.06063 | 0.00000 | 1.06076 | ||
152 | 2009.12.16 05:20 | t/p | 44 | 0.10 | 1.06076 | 0.00000 | 1.06076 | -1.22 | 10032.03 |
153 | 2009.12.16 05:20 | t/p | 45 | 0.10 | 1.06076 | 0.00000 | 1.06076 | 2.46 | 10034.49 |
154 | 2009.12.16 06:00 | sell | 46 | 0.10 | 1.06084 | 0.00000 | 0.00000 | ||
155 | 2009.12.16 07:00 | sell | 47 | 0.10 | 1.06155 | 0.00000 | 0.00000 | ||
156 | 2009.12.16 07:00 | modify | 47 | 0.10 | 1.06155 | 0.00000 | 1.06113 | ||
157 | 2009.12.16 07:00 | modify | 46 | 0.10 | 1.06084 | 0.00000 | 1.06113 | ||
158 | 2009.12.16 07:20 | t/p | 46 | 0.10 | 1.06113 | 0.00000 | 1.06113 | -2.73 | 10031.76 |
159 | 2009.12.16 07:20 | t/p | 47 | 0.10 | 1.06113 | 0.00000 | 1.06113 | 3.96 | 10035.72 |
160 | 2009.12.16 08:00 | sell | 48 | 0.10 | 1.06095 | 0.00000 | 0.00000 | ||
161 | 2009.12.16 09:00 | sell | 49 | 0.10 | 1.06195 | 0.00000 | 0.00000 | ||
162 | 2009.12.16 09:00 | modify | 49 | 0.10 | 1.06195 | 0.00000 | 1.06138 | ||
163 | 2009.12.16 09:00 | modify | 48 | 0.10 | 1.06095 | 0.00000 | 1.06138 | ||
164 | 2009.12.16 09:10 | t/p | 48 | 0.10 | 1.06138 | 0.00000 | 1.06138 | -4.05 | 10031.67 |
165 | 2009.12.16 09:10 | t/p | 49 | 0.10 | 1.06138 | 0.00000 | 1.06138 | 5.37 | 10037.04 |
166 | 2009.12.16 10:00 | sell | 50 | 0.10 | 1.05972 | 0.00000 | 0.00000 | ||
167 | 2009.12.16 12:00 | sell | 51 | 0.10 | 1.06186 | 0.00000 | 0.00000 | ||
168 | 2009.12.16 12:00 | modify | 51 | 0.10 | 1.06186 | 0.00000 | 1.06072 | ||
169 | 2009.12.16 12:00 | modify | 50 | 0.10 | 1.05972 | 0.00000 | 1.06072 | ||
170 | 2009.12.16 12:16 | t/p | 50 | 0.10 | 1.06072 | 0.00000 | 1.06072 | -9.43 | 10027.61 |
171 | 2009.12.16 12:16 | t/p | 51 | 0.10 | 1.06072 | 0.00000 | 1.06072 | 10.75 | 10038.36 |
172 | 2009.12.16 13:00 | sell | 52 | 0.10 | 1.06004 | 0.00000 | 0.00000 | ||
173 | 2009.12.16 15:00 | sell | 53 | 0.10 | 1.06040 | 0.00000 | 0.00000 | ||
174 | 2009.12.16 15:00 | modify | 53 | 0.10 | 1.06040 | 0.00000 | 1.06015 | ||
175 | 2009.12.16 15:00 | modify | 52 | 0.10 | 1.06004 | 0.00000 | 1.06015 | ||
176 | 2009.12.16 15:45 | t/p | 52 | 0.10 | 1.06015 | 0.00000 | 1.06015 | -1.04 | 10037.32 |
177 | 2009.12.16 15:45 | t/p | 53 | 0.10 | 1.06015 | 0.00000 | 1.06015 | 2.36 | 10039.68 |
178 | 2009.12.16 16:00 | sell | 54 | 0.10 | 1.05904 | 0.00000 | 0.00000 | ||
179 | 2009.12.16 19:00 | sell | 55 | 0.10 | 1.05969 | 0.00000 | 0.00000 | ||
180 | 2009.12.16 19:00 | modify | 55 | 0.10 | 1.05969 | 0.00000 | 1.05930 | ||
181 | 2009.12.16 19:00 | modify | 54 | 0.10 | 1.05904 | 0.00000 | 1.05930 | ||
182 | 2009.12.16 19:16 | t/p | 54 | 0.10 | 1.05930 | 0.00000 | 1.05930 | -2.46 | 10037.22 |
183 | 2009.12.16 19:16 | t/p | 55 | 0.10 | 1.05930 | 0.00000 | 1.05930 | 3.68 | 10040.90 |
184 | 2009.12.16 20:00 | buy | 56 | 0.10 | 1.05988 | 0.00000 | 0.00000 | ||
185 | 2009.12.21 14:00 | buy | 57 | 0.10 | 1.05610 | 0.00000 | 0.00000 | ||
186 | 2009.12.21 14:00 | modify | 57 | 0.10 | 1.05610 | 0.00000 | 1.05806 | ||
187 | 2009.12.21 14:00 | modify | 56 | 0.10 | 1.05988 | 0.00000 | 1.05806 | ||
188 | 2009.12.21 15:00 | buy | 58 | 0.17 | 1.05575 | 0.00000 | 0.00000 | ||
189 | 2009.12.21 15:00 | modify | 58 | 0.17 | 1.05575 | 0.00000 | 1.05703 | ||
190 | 2009.12.21 15:00 | modify | 57 | 0.10 | 1.05610 | 0.00000 | 1.05703 | ||
191 | 2009.12.21 15:00 | modify | 56 | 0.10 | 1.05988 | 0.00000 | 1.05703 | ||
192 | 2009.12.21 16:00 | buy | 59 | 0.28 | 1.05538 | 0.00000 | 0.00000 | ||
193 | 2009.12.21 16:00 | modify | 59 | 0.28 | 1.05538 | 0.00000 | 1.05635 | ||
194 | 2009.12.21 16:00 | modify | 58 | 0.17 | 1.05575 | 0.00000 | 1.05635 | ||
195 | 2009.12.21 16:00 | modify | 57 | 0.10 | 1.05610 | 0.00000 | 1.05635 | ||
196 | 2009.12.21 16:00 | modify | 56 | 0.10 | 1.05988 | 0.00000 | 1.05635 | ||
197 | 2009.12.21 16:15 | t/p | 56 | 0.10 | 1.05635 | 0.00000 | 1.05635 | -33.91 | 10007.00 |
198 | 2009.12.21 16:15 | t/p | 57 | 0.10 | 1.05635 | 0.00000 | 1.05635 | 2.37 | 10009.37 |
199 | 2009.12.21 16:15 | t/p | 58 | 0.17 | 1.05635 | 0.00000 | 1.05635 | 9.65 | 10019.02 |
200 | 2009.12.21 16:15 | t/p | 59 | 0.28 | 1.05635 | 0.00000 | 1.05635 | 25.70 | 10044.72 |
201 | 2009.12.21 17:00 | buy | 60 | 0.10 | 1.05785 | 0.00000 | 0.00000 | ||
202 | 2009.12.22 12:00 | buy | 61 | 0.10 | 1.05686 | 0.00000 | 0.00000 | ||
203 | 2009.12.22 12:00 | modify | 61 | 0.10 | 1.05686 | 0.00000 | 1.05743 | ||
204 | 2009.12.22 12:00 | modify | 60 | 0.10 | 1.05785 | 0.00000 | 1.05743 | ||
205 | 2009.12.22 12:40 | t/p | 60 | 0.10 | 1.05743 | 0.00000 | 1.05743 | -4.07 | 10040.64 |
206 | 2009.12.22 12:40 | t/p | 61 | 0.10 | 1.05743 | 0.00000 | 1.05743 | 5.39 | 10046.03 |
207 | 2009.12.22 13:00 | buy | 62 | 0.10 | 1.05811 | 0.00000 | 0.00000 | ||
208 | 2009.12.22 14:00 | buy | 63 | 0.10 | 1.05726 | 0.00000 | 0.00000 | ||
209 | 2009.12.22 14:00 | modify | 63 | 0.10 | 1.05726 | 0.00000 | 1.05776 | ||
210 | 2009.12.22 14:00 | modify | 62 | 0.10 | 1.05811 | 0.00000 | 1.05776 | ||
211 | 2009.12.22 14:15 | t/p | 62 | 0.10 | 1.05776 | 0.00000 | 1.05776 | -3.31 | 10042.72 |
212 | 2009.12.22 14:15 | t/p | 63 | 0.10 | 1.05776 | 0.00000 | 1.05776 | 4.72 | 10047.44 |
213 | 2009.12.22 15:00 | sell | 64 | 0.10 | 1.05656 | 0.00000 | 0.00000 | ||
214 | 2009.12.22 16:00 | sell | 65 | 0.10 | 1.05859 | 0.00000 | 0.00000 | ||
215 | 2009.12.22 16:00 | modify | 65 | 0.10 | 1.05859 | 0.00000 | 1.05751 | ||
216 | 2009.12.22 16:00 | modify | 64 | 0.10 | 1.05656 | 0.00000 | 1.05751 | ||
217 | 2009.12.22 17:00 | sell | 66 | 0.17 | 1.06008 | 0.00000 | 0.00000 | ||
218 | 2009.12.22 17:00 | modify | 66 | 0.17 | 1.06008 | 0.00000 | 1.05866 | ||
219 | 2009.12.22 17:00 | modify | 65 | 0.10 | 1.05859 | 0.00000 | 1.05866 | ||
220 | 2009.12.22 17:00 | modify | 64 | 0.10 | 1.05656 | 0.00000 | 1.05866 | ||
221 | 2009.12.22 17:20 | t/p | 64 | 0.10 | 1.05866 | 0.00000 | 1.05866 | -19.86 | 10027.58 |
222 | 2009.12.22 17:20 | t/p | 65 | 0.10 | 1.05866 | 0.00000 | 1.05866 | -0.66 | 10026.92 |
223 | 2009.12.22 17:20 | t/p | 66 | 0.17 | 1.05866 | 0.00000 | 1.05866 | 22.82 | 10049.74 |
224 | 2009.12.22 18:00 | sell | 67 | 0.10 | 1.05524 | 0.00000 | 0.00000 | ||
225 | 2009.12.22 19:00 | sell | 68 | 0.10 | 1.05574 | 0.00000 | 0.00000 | ||
226 | 2009.12.22 19:00 | modify | 68 | 0.10 | 1.05574 | 0.00000 | 1.05542 | ||
227 | 2009.12.22 19:00 | modify | 67 | 0.10 | 1.05524 | 0.00000 | 1.05542 | ||
228 | 2009.12.22 19:45 | t/p | 67 | 0.10 | 1.05542 | 0.00000 | 1.05542 | -1.71 | 10048.03 |
229 | 2009.12.22 19:45 | t/p | 68 | 0.10 | 1.05542 | 0.00000 | 1.05542 | 3.03 | 10051.06 |
230 | 2009.12.22 20:00 | sell | 69 | 0.10 | 1.05445 | 0.00000 | 0.00000 | ||
231 | 2009.12.22 21:00 | sell | 70 | 0.10 | 1.05554 | 0.00000 | 0.00000 | ||
232 | 2009.12.22 21:00 | modify | 70 | 0.10 | 1.05554 | 0.00000 | 1.05493 | ||
233 | 2009.12.22 21:00 | modify | 69 | 0.10 | 1.05445 | 0.00000 | 1.05493 | ||
234 | 2009.12.22 22:00 | sell | 71 | 0.17 | 1.05792 | 0.00000 | 0.00000 | ||
235 | 2009.12.22 22:00 | modify | 71 | 0.17 | 1.05792 | 0.00000 | 1.05627 | ||
236 | 2009.12.22 22:00 | modify | 70 | 0.10 | 1.05554 | 0.00000 | 1.05627 | ||
237 | 2009.12.22 22:00 | modify | 69 | 0.10 | 1.05445 | 0.00000 | 1.05627 | ||
238 | 2009.12.23 01:45 | t/p | 69 | 0.10 | 1.05627 | 0.00000 | 1.05627 | -17.24 | 10033.82 |
239 | 2009.12.23 01:45 | t/p | 70 | 0.10 | 1.05627 | 0.00000 | 1.05627 | -6.92 | 10026.90 |
240 | 2009.12.23 01:45 | t/p | 71 | 0.17 | 1.05627 | 0.00000 | 1.05627 | 26.55 | 10053.46 |
241 | 2009.12.23 02:00 | sell | 72 | 0.10 | 1.05566 | 0.00000 | 0.00000 | ||
242 | 2009.12.23 03:00 | sell | 73 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
243 | 2009.12.23 04:00 | sell | 74 | 0.17 | 1.05674 | 0.00000 | 0.00000 | ||
244 | 2009.12.23 04:00 | modify | 74 | 0.17 | 1.05674 | 0.00000 | 1.05614 | ||
245 | 2009.12.23 04:00 | modify | 73 | 0.10 | 1.05586 | 0.00000 | 1.05614 | ||
246 | 2009.12.23 04:00 | modify | 72 | 0.10 | 1.05566 | 0.00000 | 1.05614 | ||
247 | 2009.12.23 06:00 | sell | 75 | 0.28 | 1.05724 | 0.00000 | 0.00000 | ||
248 | 2009.12.23 06:00 | modify | 75 | 0.28 | 1.05724 | 0.00000 | 1.05658 | ||
249 | 2009.12.23 06:00 | modify | 74 | 0.17 | 1.05674 | 0.00000 | 1.05658 | ||
250 | 2009.12.23 06:00 | modify | 73 | 0.10 | 1.05586 | 0.00000 | 1.05658 | ||
251 | 2009.12.23 06:00 | modify | 72 | 0.10 | 1.05566 | 0.00000 | 1.05658 | ||
252 | 2009.12.23 06:40 | t/p | 72 | 0.10 | 1.05658 | 0.00000 | 1.05658 | -8.71 | 10044.75 |
253 | 2009.12.23 06:40 | t/p | 73 | 0.10 | 1.05658 | 0.00000 | 1.05658 | -6.82 | 10037.93 |
254 | 2009.12.23 06:40 | t/p | 74 | 0.17 | 1.05658 | 0.00000 | 1.05658 | 2.58 | 10040.51 |
255 | 2009.12.23 06:40 | t/p | 75 | 0.28 | 1.05658 | 0.00000 | 1.05658 | 17.49 | 10058.00 |
256 | 2009.12.23 07:00 | sell | 76 | 0.10 | 1.05629 | 0.00000 | 0.00000 | ||
257 | 2009.12.31 18:57 | close at stop | 76 | 0.10 | 1.04661 | 0.00000 | 0.00000 | 92.40 | 10150.39 |