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 | MAPeriod=60; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; FridayNightHour=16; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9015.76 | Gross profit | 4996.30 | Gross loss | -14012.06 |
| Profit factor | 0.36 | Expected payoff | -85.05 | ||
| Absolute drawdown | 9139.43 | Maximal drawdown | 9765.14 (91.90%) | Relative drawdown | 91.90% (9765.14) |
| Total trades | 106 | Short positions (won %) | 58 (36.21%) | Long positions (won %) | 48 (37.50%) |
| Profit trades (% of total) | 39 (36.79%) | Loss trades (% of total) | 67 (63.21%) | ||
| Largest | profit trade | 861.95 | loss trade | -1027.80 | |
| Average | profit trade | 128.11 | loss trade | -209.14 | |
| Maximum | consecutive wins (profit in money) | 4 (468.34) | consecutive losses (loss in money) | 6 (-1255.19) | |
| Maximal | consecutive profit (count of wins) | 861.95 (1) | consecutive loss (count of losses) | -1780.41 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | sell | 1 | 1.00 | 1.05391 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 04:00 | close | 1 | 1.00 | 1.05533 | 0.00000 | 0.00000 | -134.56 | 9865.44 |
| 3 | 2009.12.01 04:00 | sell | 2 | 1.00 | 1.05467 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 09:00 | close | 2 | 1.00 | 1.05290 | 0.00000 | 0.00000 | 168.11 | 10033.55 |
| 5 | 2009.12.01 09:00 | sell | 3 | 1.00 | 1.05224 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 10:00 | close | 3 | 1.00 | 1.04755 | 0.00000 | 0.00000 | 447.71 | 10481.26 |
| 7 | 2009.12.01 10:00 | sell | 4 | 1.00 | 1.04689 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.01 11:00 | close | 4 | 1.00 | 1.04653 | 0.00000 | 0.00000 | 34.40 | 10515.66 |
| 9 | 2009.12.01 11:00 | sell | 5 | 1.00 | 1.04587 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.01 12:00 | close | 5 | 1.00 | 1.04620 | 0.00000 | 0.00000 | -31.54 | 10484.12 |
| 11 | 2009.12.01 12:00 | sell | 6 | 1.00 | 1.04554 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.01 13:00 | close | 6 | 1.00 | 1.04627 | 0.00000 | 0.00000 | -69.77 | 10414.35 |
| 13 | 2009.12.01 13:00 | sell | 7 | 1.00 | 1.04561 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.01 14:00 | close | 7 | 1.00 | 1.04663 | 0.00000 | 0.00000 | -97.46 | 10316.89 |
| 15 | 2009.12.01 14:00 | sell | 8 | 1.00 | 1.04597 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.01 15:00 | close | 8 | 1.00 | 1.04471 | 0.00000 | 0.00000 | 120.61 | 10437.50 |
| 17 | 2009.12.01 15:00 | sell | 9 | 1.00 | 1.04405 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.01 16:00 | close | 9 | 1.00 | 1.04343 | 0.00000 | 0.00000 | 59.42 | 10496.92 |
| 19 | 2009.12.01 16:00 | sell | 10 | 1.00 | 1.04277 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.01 17:00 | close | 10 | 1.00 | 1.04381 | 0.00000 | 0.00000 | -99.63 | 10397.29 |
| 21 | 2009.12.01 17:00 | sell | 11 | 1.00 | 1.04315 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.01 20:00 | close | 11 | 1.00 | 1.04309 | 0.00000 | 0.00000 | 5.75 | 10403.04 |
| 23 | 2009.12.01 20:00 | sell | 12 | 1.00 | 1.04243 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.01 22:00 | close | 12 | 1.00 | 1.04730 | 0.00000 | 0.00000 | -465.01 | 9938.03 |
| 25 | 2009.12.01 22:00 | sell | 13 | 1.00 | 1.04664 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.01 23:00 | close | 13 | 1.00 | 1.04663 | 0.00000 | 0.00000 | 0.96 | 9938.99 |
| 27 | 2009.12.01 23:00 | sell | 14 | 1.00 | 1.04597 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.02 00:00 | close | 14 | 1.00 | 1.04765 | 0.00000 | 0.00000 | -160.74 | 9778.25 |
| 29 | 2009.12.02 00:00 | sell | 15 | 1.00 | 1.04699 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.02 01:00 | close | 15 | 1.00 | 1.04691 | 0.00000 | 0.00000 | 7.64 | 9785.89 |
| 31 | 2009.12.02 01:00 | sell | 16 | 1.00 | 1.04625 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.02 02:00 | close | 16 | 1.00 | 1.04636 | 0.00000 | 0.00000 | -10.51 | 9775.38 |
| 33 | 2009.12.02 02:00 | sell | 17 | 1.00 | 1.04570 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.02 03:00 | close | 17 | 1.00 | 1.04691 | 0.00000 | 0.00000 | -115.58 | 9659.80 |
| 35 | 2009.12.02 03:00 | sell | 18 | 1.00 | 1.04625 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.02 06:00 | close | 18 | 1.00 | 1.04568 | 0.00000 | 0.00000 | 54.51 | 9714.31 |
| 37 | 2009.12.02 06:00 | sell | 19 | 1.00 | 1.04502 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.02 07:00 | close | 19 | 1.00 | 1.04513 | 0.00000 | 0.00000 | -10.53 | 9703.78 |
| 39 | 2009.12.02 07:00 | sell | 20 | 1.00 | 1.04447 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.02 08:00 | close | 20 | 1.00 | 1.04506 | 0.00000 | 0.00000 | -56.46 | 9647.32 |
| 41 | 2009.12.02 08:00 | sell | 21 | 1.00 | 1.04440 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.02 11:00 | close | 21 | 1.00 | 1.04431 | 0.00000 | 0.00000 | 8.62 | 9655.94 |
| 43 | 2009.12.02 11:00 | sell | 22 | 1.00 | 1.04365 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.02 13:00 | close | 22 | 1.00 | 1.04651 | 0.00000 | 0.00000 | -273.29 | 9382.65 |
| 45 | 2009.12.02 13:00 | sell | 23 | 1.00 | 1.04585 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.02 15:00 | close | 23 | 1.00 | 1.04840 | 0.00000 | 0.00000 | -243.23 | 9139.42 |
| 47 | 2009.12.02 15:00 | sell | 24 | 1.00 | 1.04774 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.02 19:00 | close | 24 | 1.00 | 1.04998 | 0.00000 | 0.00000 | -213.34 | 8926.08 |
| 49 | 2009.12.02 19:00 | buy | 25 | 1.00 | 1.04998 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.02 20:00 | close | 25 | 1.00 | 1.04895 | 0.00000 | 0.00000 | -98.19 | 8827.89 |
| 51 | 2009.12.02 20:00 | sell | 26 | 1.00 | 1.04895 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.02 21:00 | close | 26 | 1.00 | 1.05179 | 0.00000 | 0.00000 | -270.02 | 8557.87 |
| 53 | 2009.12.02 21:00 | buy | 27 | 1.00 | 1.05179 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.02 22:00 | close | 27 | 1.00 | 1.05014 | 0.00000 | 0.00000 | -157.12 | 8400.75 |
| 55 | 2009.12.02 22:00 | buy | 28 | 1.00 | 1.05080 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.02 23:00 | close | 28 | 1.00 | 1.05084 | 0.00000 | 0.00000 | 3.81 | 8404.56 |
| 57 | 2009.12.02 23:00 | buy | 29 | 1.00 | 1.05150 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.03 00:00 | close | 29 | 1.00 | 1.05092 | 0.00000 | 0.00000 | -57.16 | 8347.40 |
| 59 | 2009.12.03 00:00 | buy | 30 | 1.00 | 1.05158 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.03 04:00 | close | 30 | 1.00 | 1.04888 | 0.00000 | 0.00000 | -257.42 | 8089.98 |
| 61 | 2009.12.03 04:00 | sell | 31 | 1.00 | 1.04888 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.03 05:00 | close | 31 | 1.00 | 1.04899 | 0.00000 | 0.00000 | -10.49 | 8079.49 |
| 63 | 2009.12.03 05:00 | sell | 32 | 1.00 | 1.04833 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.03 07:00 | close | 32 | 1.00 | 1.05161 | 0.00000 | 0.00000 | -311.90 | 7767.59 |
| 65 | 2009.12.03 07:00 | buy | 33 | 1.00 | 1.05161 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.03 08:00 | close | 33 | 1.00 | 1.04819 | 0.00000 | 0.00000 | -326.28 | 7441.31 |
| 67 | 2009.12.03 08:00 | sell | 34 | 1.00 | 1.04819 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.03 09:00 | close | 34 | 1.00 | 1.04699 | 0.00000 | 0.00000 | 114.61 | 7555.92 |
| 69 | 2009.12.03 09:00 | sell | 35 | 1.00 | 1.04633 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.03 12:00 | close | 35 | 1.00 | 1.05022 | 0.00000 | 0.00000 | -370.40 | 7185.52 |
| 71 | 2009.12.03 12:00 | buy | 36 | 1.00 | 1.05022 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.03 13:00 | close | 36 | 1.00 | 1.05055 | 0.00000 | 0.00000 | 31.41 | 7216.93 |
| 73 | 2009.12.03 13:00 | buy | 37 | 1.00 | 1.05121 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.03 15:00 | close | 37 | 1.00 | 1.05440 | 0.00000 | 0.00000 | 302.54 | 7519.47 |
| 75 | 2009.12.03 15:00 | buy | 38 | 1.00 | 1.05506 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.03 16:00 | close | 38 | 1.00 | 1.05546 | 0.00000 | 0.00000 | 37.90 | 7557.37 |
| 77 | 2009.12.03 16:00 | buy | 39 | 1.00 | 1.05612 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.03 23:00 | close | 39 | 1.00 | 1.05714 | 0.00000 | 0.00000 | 96.49 | 7653.86 |
| 79 | 2009.12.03 23:00 | buy | 40 | 1.00 | 1.05780 | 0.00000 | 0.00000 | ||
| 80 | 2009.12.04 00:00 | close | 40 | 1.00 | 1.05690 | 0.00000 | 0.00000 | -85.81 | 7568.05 |
| 81 | 2009.12.04 00:00 | buy | 41 | 1.00 | 1.05756 | 0.00000 | 0.00000 | ||
| 82 | 2009.12.04 01:00 | close | 41 | 1.00 | 1.05586 | 0.00000 | 0.00000 | -161.01 | 7407.04 |
| 83 | 2009.12.04 01:00 | buy | 42 | 1.00 | 1.05652 | 0.00000 | 0.00000 | ||
| 84 | 2009.12.04 02:00 | close | 42 | 1.00 | 1.05697 | 0.00000 | 0.00000 | 42.57 | 7449.61 |
| 85 | 2009.12.04 02:00 | buy | 43 | 1.00 | 1.05763 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.04 03:00 | close | 43 | 1.00 | 1.05621 | 0.00000 | 0.00000 | -134.44 | 7315.17 |
| 87 | 2009.12.04 03:00 | buy | 44 | 1.00 | 1.05687 | 0.00000 | 0.00000 | ||
| 88 | 2009.12.04 04:00 | close | 44 | 1.00 | 1.05631 | 0.00000 | 0.00000 | -53.01 | 7262.16 |
| 89 | 2009.12.04 04:00 | buy | 45 | 1.00 | 1.05697 | 0.00000 | 0.00000 | ||
| 90 | 2009.12.04 07:00 | close | 45 | 1.00 | 1.05718 | 0.00000 | 0.00000 | 19.86 | 7282.02 |
| 91 | 2009.12.04 07:00 | buy | 46 | 1.00 | 1.05784 | 0.00000 | 0.00000 | ||
| 92 | 2009.12.04 08:00 | close | 46 | 1.00 | 1.05529 | 0.00000 | 0.00000 | -241.64 | 7040.38 |
| 93 | 2009.12.04 08:00 | buy | 47 | 1.00 | 1.05595 | 0.00000 | 0.00000 | ||
| 94 | 2009.12.04 09:00 | close | 47 | 1.00 | 1.05421 | 0.00000 | 0.00000 | -165.05 | 6875.33 |
| 95 | 2009.12.04 09:00 | buy | 48 | 1.00 | 1.05487 | 0.00000 | 0.00000 | ||
| 96 | 2009.12.04 13:00 | close | 48 | 1.00 | 1.05225 | 0.00000 | 0.00000 | -248.99 | 6626.34 |
| 97 | 2009.12.04 13:00 | sell | 49 | 1.00 | 1.05225 | 0.00000 | 0.00000 | ||
| 98 | 2009.12.04 14:00 | close | 49 | 1.00 | 1.04724 | 0.00000 | 0.00000 | 478.40 | 7104.74 |
| 99 | 2009.12.04 14:00 | sell | 50 | 1.00 | 1.04658 | 0.00000 | 0.00000 | ||
| 100 | 2009.12.04 16:00 | close | 50 | 1.00 | 1.04739 | 0.00000 | 0.00000 | -77.34 | 7027.40 |
| 101 | 2009.12.04 16:00 | sell | 51 | 1.00 | 1.04673 | 0.00000 | 0.00000 | ||
| 102 | 2009.12.04 20:00 | close | 51 | 1.00 | 1.05760 | 0.00000 | 0.00000 | -1027.80 | 5999.60 |
| 103 | 2009.12.07 00:00 | buy | 52 | 1.00 | 1.05627 | 0.00000 | 0.00000 | ||
| 104 | 2009.12.07 01:00 | close | 52 | 1.00 | 1.05600 | 0.00000 | 0.00000 | -25.57 | 5974.03 |
| 105 | 2009.12.07 01:00 | buy | 53 | 1.00 | 1.05666 | 0.00000 | 0.00000 | ||
| 106 | 2009.12.07 05:00 | close | 53 | 1.00 | 1.05487 | 0.00000 | 0.00000 | -169.69 | 5804.34 |
| 107 | 2009.12.07 05:00 | buy | 54 | 1.00 | 1.05553 | 0.00000 | 0.00000 | ||
| 108 | 2009.12.07 08:00 | close | 54 | 1.00 | 1.05404 | 0.00000 | 0.00000 | -141.36 | 5662.98 |
| 109 | 2009.12.07 08:00 | buy | 55 | 1.00 | 1.05470 | 0.00000 | 0.00000 | ||
| 110 | 2009.12.07 10:00 | close | 55 | 1.00 | 1.06387 | 0.00000 | 0.00000 | 861.95 | 6524.93 |
| 111 | 2009.12.07 10:00 | buy | 56 | 1.00 | 1.06453 | 0.00000 | 0.00000 | ||
| 112 | 2009.12.07 13:00 | close | 56 | 1.00 | 1.06257 | 0.00000 | 0.00000 | -184.46 | 6340.47 |
| 113 | 2009.12.07 13:00 | buy | 57 | 1.00 | 1.06323 | 0.00000 | 0.00000 | ||
| 114 | 2009.12.07 15:00 | close | 57 | 1.00 | 1.05543 | 0.00000 | 0.00000 | -739.04 | 5601.43 |
| 115 | 2009.12.07 15:00 | buy | 58 | 1.00 | 1.05609 | 0.00000 | 0.00000 | ||
| 116 | 2009.12.07 16:00 | close | 58 | 1.00 | 1.05485 | 0.00000 | 0.00000 | -117.55 | 5483.88 |
| 117 | 2009.12.07 16:00 | buy | 59 | 1.00 | 1.05551 | 0.00000 | 0.00000 | ||
| 118 | 2009.12.07 17:00 | close | 59 | 1.00 | 1.05083 | 0.00000 | 0.00000 | -445.36 | 5038.52 |
| 119 | 2009.12.07 17:00 | sell | 60 | 1.00 | 1.05083 | 0.00000 | 0.00000 | ||
| 120 | 2009.12.07 18:00 | close | 60 | 1.00 | 1.05134 | 0.00000 | 0.00000 | -48.51 | 4990.01 |
| 121 | 2009.12.07 18:00 | sell | 61 | 1.00 | 1.05068 | 0.00000 | 0.00000 | ||
| 122 | 2009.12.07 19:00 | close | 61 | 1.00 | 1.05044 | 0.00000 | 0.00000 | 22.85 | 5012.86 |
| 123 | 2009.12.07 19:00 | sell | 62 | 1.00 | 1.04978 | 0.00000 | 0.00000 | ||
| 124 | 2009.12.07 20:00 | close | 62 | 1.00 | 1.05131 | 0.00000 | 0.00000 | -145.53 | 4867.33 |
| 125 | 2009.12.07 20:00 | sell | 63 | 1.00 | 1.05065 | 0.00000 | 0.00000 | ||
| 126 | 2009.12.08 02:00 | close | 63 | 1.00 | 1.05004 | 0.00000 | 0.00000 | 57.71 | 4925.05 |
| 127 | 2009.12.08 02:00 | sell | 64 | 1.00 | 1.04938 | 0.00000 | 0.00000 | ||
| 128 | 2009.12.08 03:00 | close | 64 | 1.00 | 1.04978 | 0.00000 | 0.00000 | -38.10 | 4886.95 |
| 129 | 2009.12.08 03:00 | sell | 65 | 1.00 | 1.04912 | 0.00000 | 0.00000 | ||
| 130 | 2009.12.08 09:00 | close | 65 | 1.00 | 1.05578 | 0.00000 | 0.00000 | -630.81 | 4256.14 |
| 131 | 2009.12.08 09:00 | buy | 66 | 1.00 | 1.05578 | 0.00000 | 0.00000 | ||
| 132 | 2009.12.08 11:00 | close | 66 | 1.00 | 1.05018 | 0.00000 | 0.00000 | -533.24 | 3722.90 |
| 133 | 2009.12.08 11:00 | sell | 67 | 1.00 | 1.05018 | 0.00000 | 0.00000 | ||
| 134 | 2009.12.08 13:00 | close | 67 | 1.00 | 1.05511 | 0.00000 | 0.00000 | -467.25 | 3255.65 |
| 135 | 2009.12.08 13:00 | buy | 68 | 1.00 | 1.05511 | 0.00000 | 0.00000 | ||
| 136 | 2009.12.08 14:00 | close | 68 | 1.00 | 1.05394 | 0.00000 | 0.00000 | -111.01 | 3144.64 |
| 137 | 2009.12.08 14:00 | buy | 69 | 1.00 | 1.05460 | 0.00000 | 0.00000 | ||
| 138 | 2009.12.08 15:00 | close | 69 | 1.00 | 1.05709 | 0.00000 | 0.00000 | 235.55 | 3380.19 |
| 139 | 2009.12.08 15:00 | buy | 70 | 1.00 | 1.05775 | 0.00000 | 0.00000 | ||
| 140 | 2009.12.08 16:00 | close | 70 | 1.00 | 1.05946 | 0.00000 | 0.00000 | 161.40 | 3541.59 |
| 141 | 2009.12.08 16:00 | buy | 71 | 1.00 | 1.06012 | 0.00000 | 0.00000 | ||
| 142 | 2009.12.08 17:00 | close | 71 | 1.00 | 1.06018 | 0.00000 | 0.00000 | 5.66 | 3547.25 |
| 143 | 2009.12.08 17:00 | buy | 72 | 1.00 | 1.06084 | 0.00000 | 0.00000 | ||
| 144 | 2009.12.08 18:00 | close | 72 | 1.00 | 1.05988 | 0.00000 | 0.00000 | -90.58 | 3456.67 |
| 145 | 2009.12.08 18:00 | buy | 73 | 1.00 | 1.06054 | 0.00000 | 0.00000 | ||
| 146 | 2009.12.08 19:00 | close | 73 | 1.00 | 1.06159 | 0.00000 | 0.00000 | 98.91 | 3555.58 |
| 147 | 2009.12.08 19:00 | buy | 74 | 1.00 | 1.06225 | 0.00000 | 0.00000 | ||
| 148 | 2009.12.08 20:00 | close | 74 | 1.00 | 1.06415 | 0.00000 | 0.00000 | 178.55 | 3734.13 |
| 149 | 2009.12.08 20:00 | buy | 75 | 1.00 | 1.06481 | 0.00000 | 0.00000 | ||
| 150 | 2009.12.08 21:00 | close | 75 | 1.00 | 1.06683 | 0.00000 | 0.00000 | 189.35 | 3923.48 |
| 151 | 2009.12.08 21:00 | buy | 76 | 1.00 | 1.06749 | 0.00000 | 0.00000 | ||
| 152 | 2009.12.08 22:00 | close | 76 | 1.00 | 1.06368 | 0.00000 | 0.00000 | -358.19 | 3565.29 |
| 153 | 2009.12.08 22:00 | buy | 77 | 1.00 | 1.06434 | 0.00000 | 0.00000 | ||
| 154 | 2009.12.09 01:00 | close | 77 | 1.00 | 1.06465 | 0.00000 | 0.00000 | 28.46 | 3593.75 |
| 155 | 2009.12.09 01:00 | buy | 78 | 1.00 | 1.06531 | 0.00000 | 0.00000 | ||
| 156 | 2009.12.09 04:00 | close | 78 | 1.00 | 1.06191 | 0.00000 | 0.00000 | -320.18 | 3273.57 |
| 157 | 2009.12.09 04:00 | buy | 79 | 1.00 | 1.06257 | 0.00000 | 0.00000 | ||
| 158 | 2009.12.09 05:00 | close | 79 | 1.00 | 1.06143 | 0.00000 | 0.00000 | -107.40 | 3166.17 |
| 159 | 2009.12.09 05:00 | buy | 80 | 1.00 | 1.06209 | 0.00000 | 0.00000 | ||
| 160 | 2009.12.09 06:00 | close | 80 | 1.00 | 1.06219 | 0.00000 | 0.00000 | 9.41 | 3175.58 |
| 161 | 2009.12.09 06:00 | buy | 81 | 1.00 | 1.06285 | 0.00000 | 0.00000 | ||
| 162 | 2009.12.09 07:00 | close | 81 | 1.00 | 1.06178 | 0.00000 | 0.00000 | -100.77 | 3074.81 |
| 163 | 2009.12.09 07:00 | buy | 82 | 1.00 | 1.06244 | 0.00000 | 0.00000 | ||
| 164 | 2009.12.09 08:00 | close | 82 | 1.00 | 1.06464 | 0.00000 | 0.00000 | 206.64 | 3281.45 |
| 165 | 2009.12.09 08:00 | buy | 83 | 1.00 | 1.06530 | 0.00000 | 0.00000 | ||
| 166 | 2009.12.09 12:00 | close | 83 | 1.00 | 1.05987 | 0.00000 | 0.00000 | -512.33 | 2769.12 |
| 167 | 2009.12.09 12:00 | buy | 84 | 1.00 | 1.06053 | 0.00000 | 0.00000 | ||
| 168 | 2009.12.09 13:00 | close | 84 | 1.00 | 1.05965 | 0.00000 | 0.00000 | -83.05 | 2686.07 |
| 169 | 2009.12.09 13:00 | buy | 85 | 1.00 | 1.06031 | 0.00000 | 0.00000 | ||
| 170 | 2009.12.09 14:00 | close | 85 | 1.00 | 1.06074 | 0.00000 | 0.00000 | 40.54 | 2726.61 |
| 171 | 2009.12.09 14:00 | buy | 86 | 1.00 | 1.06140 | 0.00000 | 0.00000 | ||
| 172 | 2009.12.09 17:00 | close | 86 | 1.00 | 1.05478 | 0.00000 | 0.00000 | -627.62 | 2098.99 |
| 173 | 2009.12.09 17:00 | sell | 87 | 1.00 | 1.05478 | 0.00000 | 0.00000 | ||
| 174 | 2009.12.09 18:00 | close | 87 | 1.00 | 1.05566 | 0.00000 | 0.00000 | -83.36 | 2015.63 |
| 175 | 2009.12.09 18:00 | sell | 88 | 1.00 | 1.05500 | 0.00000 | 0.00000 | ||
| 176 | 2009.12.09 19:00 | close | 88 | 1.00 | 1.05666 | 0.00000 | 0.00000 | -157.10 | 1858.53 |
| 177 | 2009.12.09 19:00 | sell | 89 | 1.00 | 1.05600 | 0.00000 | 0.00000 | ||
| 178 | 2009.12.09 21:00 | close | 89 | 1.00 | 1.05444 | 0.00000 | 0.00000 | 147.95 | 2006.48 |
| 179 | 2009.12.09 21:00 | sell | 90 | 1.00 | 1.05378 | 0.00000 | 0.00000 | ||
| 180 | 2009.12.09 22:00 | close | 90 | 1.00 | 1.05493 | 0.00000 | 0.00000 | -109.01 | 1897.47 |
| 181 | 2009.12.09 22:00 | sell | 91 | 1.00 | 1.05427 | 0.00000 | 0.00000 | ||
| 182 | 2009.12.09 23:00 | close | 91 | 1.00 | 1.05521 | 0.00000 | 0.00000 | -89.08 | 1808.39 |
| 183 | 2009.12.09 23:00 | sell | 92 | 1.00 | 1.05455 | 0.00000 | 0.00000 | ||
| 184 | 2009.12.10 02:00 | close | 92 | 1.00 | 1.05423 | 0.00000 | 0.00000 | 29.22 | 1837.61 |
| 185 | 2009.12.10 02:00 | sell | 93 | 1.00 | 1.05357 | 0.00000 | 0.00000 | ||
| 186 | 2009.12.10 05:00 | close | 93 | 1.00 | 1.05607 | 0.00000 | 0.00000 | -236.73 | 1600.88 |
| 187 | 2009.12.10 05:00 | sell | 94 | 1.00 | 1.05541 | 0.00000 | 0.00000 | ||
| 188 | 2009.12.10 06:00 | close | 94 | 1.00 | 1.05696 | 0.00000 | 0.00000 | -146.65 | 1454.23 |
| 189 | 2009.12.10 06:00 | sell | 95 | 1.00 | 1.05630 | 0.00000 | 0.00000 | ||
| 190 | 2009.12.10 07:00 | close | 95 | 1.00 | 1.05792 | 0.00000 | 0.00000 | -153.13 | 1301.10 |
| 191 | 2009.12.10 07:00 | buy | 96 | 1.00 | 1.05792 | 0.00000 | 0.00000 | ||
| 192 | 2009.12.10 09:00 | close | 96 | 1.00 | 1.05672 | 0.00000 | 0.00000 | -113.56 | 1187.54 |
| 193 | 2009.12.10 09:00 | sell | 97 | 1.00 | 1.05672 | 0.00000 | 0.00000 | ||
| 194 | 2009.12.10 11:00 | close | 97 | 1.00 | 1.05517 | 0.00000 | 0.00000 | 146.90 | 1334.44 |
| 195 | 2009.12.10 11:00 | sell | 98 | 1.00 | 1.05451 | 0.00000 | 0.00000 | ||
| 196 | 2009.12.10 12:00 | close | 98 | 1.00 | 1.05185 | 0.00000 | 0.00000 | 252.89 | 1587.33 |
| 197 | 2009.12.10 12:00 | sell | 99 | 1.00 | 1.05119 | 0.00000 | 0.00000 | ||
| 198 | 2009.12.10 13:00 | close | 99 | 1.00 | 1.05104 | 0.00000 | 0.00000 | 14.27 | 1601.60 |
| 199 | 2009.12.10 13:00 | sell | 100 | 1.00 | 1.05038 | 0.00000 | 0.00000 | ||
| 200 | 2009.12.10 14:00 | close | 100 | 1.00 | 1.05083 | 0.00000 | 0.00000 | -42.82 | 1558.78 |
| 201 | 2009.12.10 14:00 | sell | 101 | 1.00 | 1.05017 | 0.00000 | 0.00000 | ||
| 202 | 2009.12.10 15:00 | close | 101 | 1.00 | 1.04920 | 0.00000 | 0.00000 | 92.45 | 1651.23 |
| 203 | 2009.12.10 15:00 | sell | 102 | 1.00 | 1.04854 | 0.00000 | 0.00000 | ||
| 204 | 2009.12.10 16:00 | close | 102 | 1.00 | 1.05119 | 0.00000 | 0.00000 | -252.10 | 1399.13 |
| 205 | 2009.12.10 16:00 | sell | 103 | 1.00 | 1.05053 | 0.00000 | 0.00000 | ||
| 206 | 2009.12.10 19:00 | close | 103 | 1.00 | 1.05409 | 0.00000 | 0.00000 | -337.73 | 1061.40 |
| 207 | 2009.12.10 19:00 | sell | 104 | 1.00 | 1.05343 | 0.00000 | 0.00000 | ||
| 208 | 2009.12.11 00:00 | close | 104 | 1.00 | 1.05153 | 0.00000 | 0.00000 | 180.31 | 1241.71 |
| 209 | 2009.12.11 00:00 | sell | 105 | 1.00 | 1.05087 | 0.00000 | 0.00000 | ||
| 210 | 2009.12.11 02:00 | close | 105 | 1.00 | 1.05167 | 0.00000 | 0.00000 | -76.07 | 1165.64 |
| 211 | 2009.12.11 02:00 | sell | 106 | 1.00 | 1.05101 | 0.00000 | 0.00000 | ||
| 212 | 2009.12.11 08:00 | close | 106 | 1.00 | 1.05292 | 0.00000 | 0.00000 | -181.40 | 984.24 |