Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Lots=1; ProfitEntry=5; ProfitExit=100; ProfitIncrease=50; MaxProfitExit=500; MaxTrades=50; BalanceDelta=20; BucksPerPip=1; dFreeMargin=1500; Slippage=2; log=0; Version=""1.1""; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9192.36 | Gross profit | 10526.81 | Gross loss | -19719.16 |
| Profit factor | 0.53 | Expected payoff | -103.28 | ||
| Absolute drawdown | 9192.36 | Maximal drawdown | 24892.44 (96.86%) | Relative drawdown | 96.86% (24892.44) |
| Total trades | 89 | Short positions (won %) | 54 (18.52%) | Long positions (won %) | 35 (42.86%) |
| Profit trades (% of total) | 25 (28.09%) | Loss trades (% of total) | 64 (71.91%) | ||
| Largest | profit trade | 934.83 | loss trade | -465.90 | |
| Average | profit trade | 421.07 | loss trade | -308.11 | |
| Maximum | consecutive wins (profit in money) | 9 (6866.10) | consecutive losses (loss in money) | 34 (-8778.04) | |
| Maximal | consecutive profit (count of wins) | 6866.10 (9) | consecutive loss (count of losses) | -8778.04 (34) | |
| Average | consecutive wins | 3 | consecutive losses | 8 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.05618 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:02 | sell | 2 | 1.00 | 1.05596 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 00:05 | sell | 3 | 1.00 | 1.05592 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 00:07 | buy | 4 | 1.00 | 1.05620 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 00:10 | sell | 5 | 1.00 | 1.05585 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 00:12 | sell | 6 | 1.00 | 1.05589 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.01 00:15 | sell | 7 | 1.00 | 1.05575 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.01 00:17 | sell | 8 | 1.00 | 1.05578 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.01 00:20 | sell | 9 | 1.00 | 1.05561 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.01 00:22 | sell | 10 | 1.00 | 1.05568 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.01 00:25 | sell | 11 | 1.00 | 1.05564 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.01 00:27 | sell | 12 | 1.00 | 1.05581 | 0.00000 | 0.00000 | ||
| 13 | 2009.12.01 00:30 | sell | 13 | 1.00 | 1.05582 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.01 00:33 | close | 1 | 1.00 | 1.05505 | 0.00000 | 0.00000 | -107.10 | 9892.90 |
| 15 | 2009.12.01 00:36 | close | 4 | 1.00 | 1.05524 | 0.00000 | 0.00000 | -90.97 | 9801.93 |
| 16 | 2009.12.01 23:00 | close | 2 | 1.00 | 1.04618 | 0.00000 | 0.00000 | 934.83 | 10736.76 |
| 17 | 2009.12.01 23:00 | close | 5 | 1.00 | 1.04618 | 0.00000 | 0.00000 | 924.32 | 11661.08 |
| 18 | 2009.12.01 23:00 | close | 7 | 1.00 | 1.04618 | 0.00000 | 0.00000 | 914.76 | 12575.84 |
| 19 | 2009.12.01 23:00 | close | 9 | 1.00 | 1.04618 | 0.00000 | 0.00000 | 901.37 | 13477.21 |
| 20 | 2009.12.01 23:00 | close | 11 | 1.00 | 1.04618 | 0.00000 | 0.00000 | 904.24 | 14381.45 |
| 21 | 2009.12.01 23:00 | close | 13 | 1.00 | 1.04618 | 0.00000 | 0.00000 | 921.45 | 15302.90 |
| 22 | 2009.12.02 23:00 | close | 3 | 1.00 | 1.05105 | 0.00000 | 0.00000 | 462.97 | 15765.87 |
| 23 | 2009.12.02 23:00 | close | 8 | 1.00 | 1.05105 | 0.00000 | 0.00000 | 449.65 | 16215.53 |
| 24 | 2009.12.02 23:00 | close | 12 | 1.00 | 1.05105 | 0.00000 | 0.00000 | 452.50 | 16668.03 |
| 25 | 2009.12.03 23:00 | close | 6 | 1.00 | 1.05735 | 0.00000 | 0.00000 | -139.58 | 16528.45 |
| 26 | 2009.12.07 23:00 | close | 10 | 1.00 | 1.05125 | 0.00000 | 0.00000 | 419.14 | 16947.59 |
| 27 | 2009.12.07 23:00 | buy | 14 | 1.00 | 1.05125 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.07 23:02 | sell | 15 | 1.00 | 1.05022 | 0.00000 | 0.00000 | ||
| 29 | 2009.12.07 23:07 | sell | 16 | 1.00 | 1.05004 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.07 23:15 | buy | 17 | 1.00 | 1.05166 | 0.00000 | 0.00000 | ||
| 31 | 2009.12.07 23:17 | buy | 18 | 1.00 | 1.05148 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.07 23:20 | buy | 19 | 1.00 | 1.05219 | 0.00000 | 0.00000 | ||
| 33 | 2009.12.07 23:22 | buy | 20 | 1.00 | 1.05184 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.07 23:25 | buy | 21 | 1.00 | 1.05201 | 0.00000 | 0.00000 | ||
| 35 | 2009.12.07 23:30 | buy | 22 | 1.00 | 1.05160 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.07 23:32 | buy | 23 | 1.00 | 1.05202 | 0.00000 | 0.00000 | ||
| 37 | 2009.12.07 23:35 | buy | 24 | 1.00 | 1.05196 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.07 23:37 | buy | 25 | 1.00 | 1.05208 | 0.00000 | 0.00000 | ||
| 39 | 2009.12.07 23:42 | buy | 26 | 1.00 | 1.05190 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.07 23:45 | buy | 27 | 1.00 | 1.05165 | 0.00000 | 0.00000 | ||
| 41 | 2009.12.07 23:47 | buy | 28 | 1.00 | 1.05171 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.07 23:50 | buy | 29 | 1.00 | 1.05141 | 0.00000 | 0.00000 | ||
| 43 | 2009.12.07 23:52 | buy | 30 | 1.00 | 1.05153 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.07 23:55 | buy | 31 | 1.00 | 1.05147 | 0.00000 | 0.00000 | ||
| 45 | 2009.12.07 23:59 | buy | 32 | 1.00 | 1.05145 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.08 00:00 | buy | 33 | 1.00 | 1.05149 | 0.00000 | 0.00000 | ||
| 47 | 2009.12.08 00:02 | buy | 34 | 1.00 | 1.05155 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.08 00:05 | buy | 35 | 1.00 | 1.05143 | 0.00000 | 0.00000 | ||
| 49 | 2009.12.08 00:07 | buy | 36 | 1.00 | 1.05168 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.08 00:12 | buy | 37 | 1.00 | 1.05130 | 0.00000 | 0.00000 | ||
| 51 | 2009.12.08 00:20 | sell | 38 | 1.00 | 1.05009 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.08 00:33 | sell | 39 | 1.00 | 1.04998 | 0.00000 | 0.00000 | ||
| 53 | 2009.12.08 00:36 | sell | 40 | 1.00 | 1.05007 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.08 00:40 | sell | 41 | 1.00 | 1.04972 | 0.00000 | 0.00000 | ||
| 55 | 2009.12.08 00:43 | sell | 42 | 1.00 | 1.04981 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.08 00:46 | sell | 43 | 1.00 | 1.04937 | 0.00000 | 0.00000 | ||
| 57 | 2009.12.08 00:50 | sell | 44 | 1.00 | 1.04954 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.08 00:53 | sell | 45 | 1.00 | 1.04946 | 0.00000 | 0.00000 | ||
| 59 | 2009.12.08 00:59 | sell | 46 | 1.00 | 1.04982 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.08 01:02 | sell | 47 | 1.00 | 1.04994 | 0.00000 | 0.00000 | ||
| 61 | 2009.12.08 01:05 | sell | 48 | 1.00 | 1.05010 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.08 01:07 | sell | 49 | 1.00 | 1.04979 | 0.00000 | 0.00000 | ||
| 63 | 2009.12.08 01:20 | buy | 50 | 1.00 | 1.05169 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.08 01:22 | buy | 51 | 1.00 | 1.05138 | 0.00000 | 0.00000 | ||
| 65 | 2009.12.08 01:25 | buy | 52 | 1.00 | 1.05154 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.08 01:47 | sell | 53 | 1.00 | 1.04995 | 0.00000 | 0.00000 | ||
| 67 | 2009.12.08 01:50 | sell | 54 | 1.00 | 1.04922 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.08 01:52 | sell | 55 | 1.00 | 1.04951 | 0.00000 | 0.00000 | ||
| 69 | 2009.12.08 01:59 | sell | 56 | 1.00 | 1.04938 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.08 02:03 | sell | 57 | 1.00 | 1.04943 | 0.00000 | 0.00000 | ||
| 71 | 2009.12.08 02:10 | sell | 58 | 1.00 | 1.04950 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.08 02:13 | sell | 59 | 1.00 | 1.04923 | 0.00000 | 0.00000 | ||
| 73 | 2009.12.08 02:16 | sell | 60 | 1.00 | 1.04930 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.08 02:20 | sell | 61 | 1.00 | 1.04904 | 0.00000 | 0.00000 | ||
| 75 | 2009.12.08 02:23 | sell | 62 | 1.00 | 1.04910 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.08 02:26 | sell | 63 | 1.00 | 1.04877 | 0.00000 | 0.00000 | ||
| 77 | 2009.12.08 02:30 | sell | 64 | 1.00 | 1.04887 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.08 02:32 | close | 19 | 1.00 | 1.04862 | 0.00000 | 0.00000 | -341.11 | 16606.48 |
| 79 | 2009.12.08 02:35 | sell | 65 | 1.00 | 1.04868 | 0.00000 | 0.00000 | ||
| 80 | 2009.12.08 02:37 | close | 25 | 1.00 | 1.04857 | 0.00000 | 0.00000 | -335.40 | 16271.09 |
| 81 | 2009.12.08 02:40 | sell | 66 | 1.00 | 1.04884 | 0.00000 | 0.00000 | ||
| 82 | 2009.12.08 02:42 | close | 23 | 1.00 | 1.04879 | 0.00000 | 0.00000 | -308.63 | 15962.46 |
| 83 | 2009.12.08 02:45 | sell | 67 | 1.00 | 1.04901 | 0.00000 | 0.00000 | ||
| 84 | 2009.12.08 02:47 | close | 21 | 1.00 | 1.04895 | 0.00000 | 0.00000 | -292.38 | 15670.08 |
| 85 | 2009.12.08 02:50 | sell | 68 | 1.00 | 1.04917 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.08 02:52 | close | 24 | 1.00 | 1.04906 | 0.00000 | 0.00000 | -277.10 | 15392.98 |
| 87 | 2009.12.08 02:55 | sell | 69 | 1.00 | 1.04912 | 0.00000 | 0.00000 | ||
| 88 | 2009.12.08 02:57 | close | 26 | 1.00 | 1.04895 | 0.00000 | 0.00000 | -281.89 | 15111.09 |
| 89 | 2009.12.08 03:03 | sell | 70 | 1.00 | 1.04997 | 0.00000 | 0.00000 | ||
| 90 | 2009.12.08 03:06 | close | 20 | 1.00 | 1.04980 | 0.00000 | 0.00000 | -194.98 | 14916.12 |
| 91 | 2009.12.08 03:37 | buy | 71 | 1.00 | 1.05162 | 0.00000 | 0.00000 | ||
| 92 | 2009.12.08 03:40 | close | 65 | 1.00 | 1.05135 | 0.00000 | 0.00000 | -253.96 | 14662.16 |
| 93 | 2009.12.08 03:42 | buy | 72 | 1.00 | 1.05142 | 0.00000 | 0.00000 | ||
| 94 | 2009.12.08 03:45 | close | 63 | 1.00 | 1.05114 | 0.00000 | 0.00000 | -225.47 | 14436.69 |
| 95 | 2009.12.08 04:02 | buy | 73 | 1.00 | 1.05132 | 0.00000 | 0.00000 | ||
| 96 | 2009.12.08 04:05 | close | 66 | 1.00 | 1.05123 | 0.00000 | 0.00000 | -227.35 | 14209.34 |
| 97 | 2009.12.08 04:07 | buy | 74 | 1.00 | 1.05140 | 0.00000 | 0.00000 | ||
| 98 | 2009.12.08 04:10 | close | 64 | 1.00 | 1.05106 | 0.00000 | 0.00000 | -208.36 | 14000.98 |
| 99 | 2009.12.08 04:37 | buy | 75 | 1.00 | 1.05131 | 0.00000 | 0.00000 | ||
| 100 | 2009.12.08 04:40 | close | 67 | 1.00 | 1.05102 | 0.00000 | 0.00000 | -191.24 | 13809.74 |
| 101 | 2009.12.08 05:02 | sell | 76 | 1.00 | 1.05005 | 0.00000 | 0.00000 | ||
| 102 | 2009.12.08 05:05 | close | 28 | 1.00 | 1.05012 | 0.00000 | 0.00000 | -152.07 | 13657.67 |
| 103 | 2009.12.08 05:35 | buy | 77 | 1.00 | 1.05129 | 0.00000 | 0.00000 | ||
| 104 | 2009.12.08 05:37 | close | 61 | 1.00 | 1.05152 | 0.00000 | 0.00000 | -235.85 | 13421.82 |
| 105 | 2009.12.08 05:55 | sell | 78 | 1.00 | 1.05016 | 0.00000 | 0.00000 | ||
| 106 | 2009.12.08 05:57 | close | 50 | 1.00 | 1.05050 | 0.00000 | 0.00000 | -113.28 | 13308.54 |
| 107 | 2009.12.08 06:10 | sell | 79 | 1.00 | 1.05020 | 0.00000 | 0.00000 | ||
| 108 | 2009.12.08 06:13 | close | 36 | 1.00 | 1.05069 | 0.00000 | 0.00000 | -94.22 | 13214.32 |
| 109 | 2009.12.08 06:30 | buy | 80 | 1.00 | 1.05146 | 0.00000 | 0.00000 | ||
| 110 | 2009.12.08 06:32 | close | 62 | 1.00 | 1.05208 | 0.00000 | 0.00000 | -283.25 | 12931.07 |
| 111 | 2009.12.08 06:35 | buy | 81 | 1.00 | 1.05186 | 0.00000 | 0.00000 | ||
| 112 | 2009.12.08 06:37 | close | 69 | 1.00 | 1.05229 | 0.00000 | 0.00000 | -301.25 | 12629.82 |
| 113 | 2009.12.08 06:52 | sell | 82 | 1.00 | 1.05015 | 0.00000 | 0.00000 | ||
| 114 | 2009.12.08 06:55 | close | 81 | 1.00 | 1.04993 | 0.00000 | 0.00000 | -183.82 | 12446.00 |
| 115 | 2009.12.08 07:02 | sell | 83 | 1.00 | 1.05000 | 0.00000 | 0.00000 | ||
| 116 | 2009.12.08 07:05 | close | 17 | 1.00 | 1.05020 | 0.00000 | 0.00000 | -139.68 | 12306.32 |
| 117 | 2009.12.08 07:07 | sell | 84 | 1.00 | 1.04980 | 0.00000 | 0.00000 | ||
| 118 | 2009.12.08 07:10 | close | 27 | 1.00 | 1.05080 | 0.00000 | 0.00000 | -81.55 | 12224.77 |
| 119 | 2009.12.08 10:45 | sell | 85 | 1.00 | 1.04991 | 0.00000 | 0.00000 | ||
| 120 | 2009.12.08 10:47 | close | 71 | 1.00 | 1.05014 | 0.00000 | 0.00000 | -140.93 | 12083.84 |
| 121 | 2009.12.08 10:50 | sell | 86 | 1.00 | 1.04897 | 0.00000 | 0.00000 | ||
| 122 | 2009.12.08 10:52 | close | 22 | 1.00 | 1.04944 | 0.00000 | 0.00000 | -206.48 | 11877.36 |
| 123 | 2009.12.08 10:55 | sell | 87 | 1.00 | 1.04920 | 0.00000 | 0.00000 | ||
| 124 | 2009.12.08 10:57 | close | 34 | 1.00 | 1.04991 | 0.00000 | 0.00000 | -156.20 | 11721.16 |
| 125 | 2009.12.08 11:20 | sell | 88 | 1.00 | 1.04940 | 0.00000 | 0.00000 | ||
| 126 | 2009.12.08 11:22 | close | 52 | 1.00 | 1.04971 | 0.00000 | 0.00000 | -174.33 | 11546.83 |
| 127 | 2009.12.08 11:25 | sell | 89 | 1.00 | 1.04955 | 0.00000 | 0.00000 | ||
| 128 | 2009.12.08 11:27 | close | 30 | 1.00 | 1.05001 | 0.00000 | 0.00000 | -145.42 | 11401.42 |
| 129 | 2009.12.08 12:20 | close at stop | 89 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -410.86 | 10990.56 |
| 130 | 2009.12.08 12:20 | close at stop | 88 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -425.10 | 10565.46 |
| 131 | 2009.12.08 12:20 | close at stop | 87 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -444.07 | 10121.39 |
| 132 | 2009.12.08 12:20 | close at stop | 86 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -465.90 | 9655.49 |
| 133 | 2009.12.08 12:20 | close at stop | 85 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -376.70 | 9278.79 |
| 134 | 2009.12.08 12:20 | close at stop | 84 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -387.14 | 8891.65 |
| 135 | 2009.12.08 12:20 | close at stop | 83 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -368.16 | 8523.49 |
| 136 | 2009.12.08 12:20 | close at stop | 82 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -353.93 | 8169.56 |
| 137 | 2009.12.08 12:20 | close at stop | 80 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 209.74 | 8379.30 |
| 138 | 2009.12.08 12:20 | close at stop | 79 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -349.19 | 8030.11 |
| 139 | 2009.12.08 12:20 | close at stop | 78 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -352.98 | 7677.13 |
| 140 | 2009.12.08 12:20 | close at stop | 77 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 225.88 | 7903.01 |
| 141 | 2009.12.08 12:20 | close at stop | 76 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -363.42 | 7539.59 |
| 142 | 2009.12.08 12:20 | close at stop | 75 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 223.98 | 7763.57 |
| 143 | 2009.12.08 12:20 | close at stop | 74 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 215.44 | 7979.01 |
| 144 | 2009.12.08 12:20 | close at stop | 73 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 223.03 | 8202.04 |
| 145 | 2009.12.08 12:20 | close at stop | 72 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 213.54 | 8415.58 |
| 146 | 2009.12.08 12:20 | close at stop | 70 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -371.01 | 8044.57 |
| 147 | 2009.12.08 12:20 | close at stop | 68 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -446.92 | 7597.65 |
| 148 | 2009.12.08 12:20 | close at stop | 60 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -434.58 | 7163.07 |
| 149 | 2009.12.08 12:20 | close at stop | 59 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -441.23 | 6721.84 |
| 150 | 2009.12.08 12:20 | close at stop | 58 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -415.61 | 6306.23 |
| 151 | 2009.12.08 12:20 | close at stop | 57 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -422.25 | 5883.98 |
| 152 | 2009.12.08 12:20 | close at stop | 56 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -426.99 | 5456.99 |
| 153 | 2009.12.08 12:20 | close at stop | 55 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -414.66 | 5042.33 |
| 154 | 2009.12.08 12:20 | close at stop | 54 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -442.18 | 4600.15 |
| 155 | 2009.12.08 12:20 | close at stop | 53 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -372.91 | 4227.24 |
| 156 | 2009.12.08 12:20 | close at stop | 51 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 217.34 | 4444.58 |
| 157 | 2009.12.08 12:20 | close at stop | 49 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -388.09 | 4056.49 |
| 158 | 2009.12.08 12:20 | close at stop | 48 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -358.67 | 3697.82 |
| 159 | 2009.12.08 12:20 | close at stop | 47 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -373.86 | 3323.96 |
| 160 | 2009.12.08 12:20 | close at stop | 46 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -385.24 | 2938.72 |
| 161 | 2009.12.08 12:20 | close at stop | 45 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -419.40 | 2519.32 |
| 162 | 2009.12.08 12:20 | close at stop | 44 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -411.81 | 2107.51 |
| 163 | 2009.12.08 12:20 | close at stop | 43 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -427.94 | 1679.57 |
| 164 | 2009.12.08 12:20 | close at stop | 42 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -386.19 | 1293.38 |
| 165 | 2009.12.08 12:20 | close at stop | 41 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -394.73 | 898.65 |
| 166 | 2009.12.08 12:20 | close at stop | 40 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -361.52 | 537.13 |
| 167 | 2009.12.08 12:20 | close at stop | 39 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -370.06 | 167.07 |
| 168 | 2009.12.08 12:20 | close at stop | 38 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -359.62 | -192.55 |
| 169 | 2009.12.08 12:20 | close at stop | 37 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 224.93 | 32.38 |
| 170 | 2009.12.08 12:20 | close at stop | 35 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 212.59 | 244.97 |
| 171 | 2009.12.08 12:20 | close at stop | 33 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 206.90 | 451.87 |
| 172 | 2009.12.08 12:20 | close at stop | 32 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 210.03 | 661.90 |
| 173 | 2009.12.08 12:20 | close at stop | 31 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 208.13 | 870.03 |
| 174 | 2009.12.08 12:20 | close at stop | 29 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 213.83 | 1083.86 |
| 175 | 2009.12.08 12:20 | close at stop | 18 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 207.18 | 1291.04 |
| 176 | 2009.12.08 12:20 | close at stop | 16 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -364.75 | 926.30 |
| 177 | 2009.12.08 12:20 | close at stop | 15 | 1.00 | 1.05388 | 0.00000 | 0.00000 | -347.67 | 578.63 |
| 178 | 2009.12.08 12:20 | close at stop | 14 | 1.00 | 1.05367 | 0.00000 | 0.00000 | 229.01 | 807.64 |